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Latest revision as of 03:09, 10 July 2024

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Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data
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    Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (English)
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    27 May 2015
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    nonparametric tests
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    time-varying beta
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    stochastic volatility
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    high-frequency data
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