Table 1

Revised realized moments and comoments

OrderArithmetic realized momentsGeometric realized moments
Panel A. Realized moments
3Neuberger (2012) Neuberger (2012) 
4Bae and Lee (2021) -
Above 4Fukasawa and Matsushita (2021) -
Panel B. Realized comoments
3Bae and Lee (2021) -
4Bae and Lee (2021) -
Above 4--
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