Diffusion approximation of a Poisson model for cumulative excess returns (Q904431)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Diffusion approximation of a Poisson model for cumulative excess returns |
scientific article; zbMATH DE number 6529545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion approximation of a Poisson model for cumulative excess returns |
scientific article; zbMATH DE number 6529545 |
Statements
Diffusion approximation of a Poisson model for cumulative excess returns (English)
0 references
13 January 2016
0 references
diffusion approximation
0 references
Poisson model
0 references
cumulative excess returns
0 references
volatility
0 references
regression residuals
0 references
correlation
0 references
0 references
