Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2009.11.010
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+Estimating the degree of activity of jumps in high frequency data
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+Testing for jumps in a discretely observed process
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+Realized Beta: Persistence and Predictability
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+Publication:736514