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Asymptotic properties of the realized skewness and related statistics
Journal article
Yuta Koike, Zhi Liu. Asymptotic properties of the realized skewness and related statistics[J]. Annals of the Institute of Statistical Mathematics, 2019.
Authors:
Yuta Koike
;
Zhi Liu
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Submit date：2019/06/10
High-frequency Data
Realized Skewness
Stochastic Sampling
Itô Semimartingale
Jumps
Microstructure Noise
