Jump factor models in large cross‐sections (Q5208562): Difference between revisions
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Latest revision as of 09:57, 30 July 2024
scientific article; zbMATH DE number 7148968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump factor models in large cross‐sections |
scientific article; zbMATH DE number 7148968 |
Statements
Jump factor models in large cross‐sections (English)
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8 January 2020
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factor model
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panel
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high-frequency data
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jumps
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semimartingale
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specification test
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stochastic volatility
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