Global jump filters and quasi-likelihood analysis for volatility (Q2042527)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global jump filters and quasi-likelihood analysis for volatility |
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Global jump filters and quasi-likelihood analysis for volatility (English)
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20 July 2021
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volatility
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jump
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global filter
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high-frequency data
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quasi-likelihood analysis
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stochastic differential equation
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order statistic
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asymptotic mixed normality
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polynomial-type large deviation
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moment
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