Jump Regressions (Q4612493)
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scientific article; zbMATH DE number 7009627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump Regressions |
scientific article; zbMATH DE number 7009627 |
Statements
Jump Regressions (English)
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31 January 2019
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efficient estimation
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high-frequency data
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jumps
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LAMN
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regression
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semimartingale
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specification test
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stochastic volatility
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