A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps (Q5034147)
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scientific article; zbMATH DE number 7480903
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| English | A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps |
scientific article; zbMATH DE number 7480903 |
Statements
A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps (English)
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24 February 2022
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beta coefficients
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asset returns
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hidden return jumps
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variance gamma
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central moments
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0.7403890490531921
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0.7249483466148376
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0.7209556102752686
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0.7159122824668884
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