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

2019 ◽  
pp. 315-336
Author(s):  
Sanja Dudukovic
Keyword(s):  
Realized Volatility ◽  
Higher Order ◽  
Higher Order Cumulants ◽  
Volatility Models

scholarly journals Higher order cumulants in colorless partonic plasma

2016 ◽  
Author(s):  
S. Cherif ◽  
M. A. A. Ahmed ◽  
M. Ladrem
Keyword(s):  
Higher Order ◽  
Higher Order Cumulants

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

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

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

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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