Understanding temporal aggregation effects on kurtosis in financial indices
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DOI: 10.1016/j.jeconom.2020.07.035
Abstract: Abstract Indices of financial returns typically display sample kurtosis that declines towards the Gaussian value 3 as the sampling interval increases. This paper uses stochastic unit root (STUR) and continuous time analysis to explain the… read more here.
Keywords: kurtosis; financial indices; temporal aggregation; continuous time ... See more keywords
Understanding Temporal Relations in Mandarin Chinese: An ERP Investigation
Sign Up to like & getrecommendations! Published in 2022 at "Brain Sciences"
DOI: 10.3390/brainsci12040474
Abstract: Temporal connectives play a crucial role in marking the sequence of events during language comprehension. Although existing studies have shown that sentence comprehension can be modulated by temporal connectives, they have mainly focused on languages… read more here.
Keywords: temporal relations; understanding temporal; critical words; relations mandarin ... See more keywords