Variation and efficiency of high-frequency betas (Q2116364): Difference between revisions

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Latest revision as of 09:24, 28 July 2024

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Variation and efficiency of high-frequency betas
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    Variation and efficiency of high-frequency betas (English)
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    16 March 2022
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    adaptive estimation
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    beta
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    high frequency data
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    jump
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    semiparametric efficiency
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    volatility
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