Estimation of jump tails (Q2892447)
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scientific article; zbMATH DE number 6047532
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of jump tails |
scientific article; zbMATH DE number 6047532 |
Statements
18 June 2012
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extreme events
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jumps
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high-frequency data
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jump tails
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nonparametric estimation
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stochastic volatility
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Estimation of jump tails (English)
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