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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A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps
scientific article; zbMATH DE number 7480903

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    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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