Estimation of Leverage Effect: Kernel Function and Efficiency (Q6190703)
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scientific article; zbMATH DE number 7813786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Leverage Effect: Kernel Function and Efficiency |
scientific article; zbMATH DE number 7813786 |
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Estimation of Leverage Effect: Kernel Function and Efficiency (English)
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6 March 2024
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efficiency
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high-frequency data
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leverage effect
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semimartingale
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