Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps |
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Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (English)
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5 March 2019
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integrated diffusion model with jumps
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local linear estimators
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