Rate-efficient asymptotic normality for the Fourier estimator of the leverage process (Q2073567)
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scientific article; zbMATH DE number 7468432
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| English | Rate-efficient asymptotic normality for the Fourier estimator of the leverage process |
scientific article; zbMATH DE number 7468432 |
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Rate-efficient asymptotic normality for the Fourier estimator of the leverage process (English)
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2 February 2022
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stochastic volatility model
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leverage effect
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Fourier analysis
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