Current fluctuations generated by tunnel junctions are known to be non-Gaussian. However, this property is lost when fluctuations are measured at high frequency and limited bandwidth. We show that the fluctuations of the electric field generated by a tunnel junction at frequency f displays third order correlations, i.e., skewness, when the junction is electrically driven at 3f, revealing the Poisonnian statistic of charge transfer by the barrier even at short timescales. In addition to this intrinsic contribution from the junction, we observe extra correlations induced by the environmental noise at frequency f as well as a feedback effect coming from the environmental impedance not only at frequency f but also at some multiples of f.