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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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