Systematic jump risk (Q6620071)
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scientific article; zbMATH DE number 7927490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systematic jump risk |
scientific article; zbMATH DE number 7927490 |
Statements
Systematic jump risk (English)
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16 October 2024
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dynamic factor models
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high-dimensional analysis
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high-frequency data
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Itô semimartingale
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nonparametric inference
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stable convergence
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systematic risk
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