Robust realized integrated beta estimator with application to dynamic analysis of integrated beta (Q6854614)
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scientific article; zbMATH DE number 8162961
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| English | Robust realized integrated beta estimator with application to dynamic analysis of integrated beta |
scientific article; zbMATH DE number 8162961 |
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Robust realized integrated beta estimator with application to dynamic analysis of integrated beta (English)
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24 February 2026
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high-frequency financial data
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pre-averaging estimation
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quasi-maximum likelihood estimation
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time-varying beta
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