Temporal aggregation of random walk processes and implications for economic analysis (Q2697076)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Temporal aggregation of random walk processes and implications for economic analysis |
scientific article |
Statements
Temporal aggregation of random walk processes and implications for economic analysis (English)
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17 April 2023
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conditional heteroskedasticity
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random walk
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temporal aggregation
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variance ratio
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