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Keywords: Realized higher order (joint) cumulants
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2026) 34 (1): 44–60.
Published: 30 January 2026
...-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence maybe seen at Link to the terms of the CC BY 4.0 licence . Realized higher order (joint) cumulants Realized (co)skewness Realized (co)kurtosis Implied moments G11 G12...
Includes: Supplementary data
