Variation and efficiency of high-frequency betas (Q2116364)
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scientific article; zbMATH DE number 7491181
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| English | Variation and efficiency of high-frequency betas |
scientific article; zbMATH DE number 7491181 |
Statements
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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