"Dynamic Portfolio Analysis Based on Realized Higher Moments."

Cuixia Jiang, Jing-dong Liu (2009)

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DOI: 10.1109/ICNC.2009.273

access: closed

type: Conference or Workshop Paper

metadata version: 2025-08-30

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Cuixia Jiang, Jing-dong Liu:
Dynamic Portfolio Analysis Based on Realized Higher Moments. ICNC (6) 2009: 360-364

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