Variation and efficiency of high-frequency betas (Q2116364)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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