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LIU ZHI [1]
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2014 [1]
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英語English [1]
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proceedings of A... [1]
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Realized skewness at high frequency and link to conditional market premium
Conference paper
Zhi Liu, Kent Wang, Junwei Liu. Realized skewness at high frequency and link to conditional market premium[C], 2014.
Authors:
Zhi Liu
;
Kent Wang
;
Junwei Liu
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Submit date：2019/06/10
High-frequency
Jump
Microstructure Noise
Realized Skewness
Stock Return Prediction
