Evaluating Realized Volatility Models with Higher Order Cumulants: HAR-RV Versus ARIMA-RV

Eurasian Studies in Business and Economics - Eurasian Economic Perspectives ◽

10.1007/978-3-030-11833-4_21 ◽

2019 ◽

pp. 315-336

Author(s):

Sanja Dudukovic

Keyword(s):

Realized Volatility ◽

Higher Order ◽

Higher Order Cumulants ◽

Volatility Models

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Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction

SSRN Electronic Journal ◽

10.2139/ssrn.2077214 ◽

2012 ◽

Author(s):

Yin Liao

Keyword(s):

Risk Prediction ◽

Realized Volatility ◽

Volatility Models

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A new adaptive-iterative technique for metrology problems using higher order cumulants

IEE National Conference on Antennas and Propagation ◽

10.1049/cp:19990047 ◽

1999 ◽

Author(s):

S. Sali

Keyword(s):

Higher Order ◽

Iterative Technique ◽

Higher Order Cumulants

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Pileup corrections on higher-order cumulants

Nuclear Instruments and Methods in Physics Research Section A Accelerators Spectrometers Detectors and Associated Equipment ◽

10.1016/j.nima.2020.164632 ◽

2020 ◽

Vol 984 ◽

pp. 164632

Author(s):

Toshihiro Nonaka ◽

Masakiyo Kitazawa ◽

ShinIchi Esumi

Keyword(s):

Higher Order ◽

Higher Order Cumulants

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Support vector machine and higher‐order cumulants based blind identification for non‐linear Wiener models

IET Signal Processing ◽

10.1049/iet-spr.2017.0384 ◽

2018 ◽

Vol 12 (6) ◽

pp. 761-769 ◽

Author(s):

Xiaoping Xu ◽

Feng Wang ◽

Fucai Qian

Keyword(s):

Support Vector Machine ◽

Higher Order ◽

Support Vector ◽

Blind Identification ◽

Higher Order Cumulants ◽

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A Fast Indscal Analysis for Blind Underdetermined Mixture Identification from Several Even Higher Order Cumulants

10.1109/dsp.2009.4785955 ◽

2009 ◽

Author(s):

Laurent Albera ◽

Ahmad Karfoul

Keyword(s):

Higher Order ◽

Higher Order Cumulants ◽

Underdetermined Mixture

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Higher order cumulants in colorless partonic plasma

10.1063/1.4953125 ◽

2016 ◽

Author(s):

S. Cherif ◽

M. A. A. Ahmed ◽

M. Ladrem

Keyword(s):

Higher Order ◽

Higher Order Cumulants

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New higher order cumulants for the colorless QCD-deconfinement phase transition

10.1063/1.5042376 ◽

2018 ◽

Author(s):

Hind S. A. Al-Hisoni ◽

Zainab Z. M. Alfull ◽

Madjid L. H. Ladrem ◽

Leila A. Almajarshi

Keyword(s):

Phase Transition ◽

Higher Order ◽

Higher Order Cumulants ◽

Deconfinement Phase Transition

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Hierarchical digital modulation recognition based on higher-order cumulants

2012 Second International Conference on Instrumentation, Measurement, Computer, Communication and Control ◽

10.1109/imccc.2012.398 ◽

2012 ◽

Author(s):

Yu Han ◽

GuoHua Wei ◽

Chunyun Song ◽

LanJian Lai

Keyword(s):

Higher Order ◽

Modulation Recognition ◽

Digital Modulation ◽

Higher Order Cumulants

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Multi-fault clustering and diagnosis of gear system mined by spectrum entropy clustering based on higher order cumulants

Review of Scientific Instruments ◽

10.1063/1.4789777 ◽

2013 ◽

Vol 84 (2) ◽

pp. 025107 ◽

Author(s):

Renping Shao ◽

Jing Li ◽

Wentao Hu ◽

Feifei Dong

Keyword(s):

Higher Order ◽

Gear System ◽

Higher Order Cumulants

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Spectrum Sensing Based on Higher Order Cumulants and Kurtosis Statistics Tests in Cognitive Radio

Radioengineering ◽

10.13164/re.2019.0464 ◽

2019 ◽

Vol 27 (2) ◽

pp. 464-472 ◽

Author(s):

R. Bozovic ◽

M. Simic

Keyword(s):

Cognitive Radio ◽

Spectrum Sensing ◽

Higher Order ◽

Higher Order Cumulants

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