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Latest revision as of 09:40, 12 July 2024

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Jumps and betas: a new framework for disentangling and estimating systematic risks
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    Jumps and betas: a new framework for disentangling and estimating systematic risks (English)
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    4 August 2016
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    factor models
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    systematic risk
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    common jumps
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    high-frequency data
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    realized variation
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