Diffusion approximation of a Poisson model for cumulative excess returns (Q904431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion approximation of a Poisson model for cumulative excess returns |
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Diffusion approximation of a Poisson model for cumulative excess returns (English)
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13 January 2016
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diffusion approximation
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Poisson model
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cumulative excess returns
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volatility
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regression residuals
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correlation
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