Generalized jump regressions for local moments
Year of publication: |
2021
|
---|---|
Authors: | Bollerslev, Tim ; Li, Jia ; Chaves, Leonardo Salim Saker |
Subject: | High-frequency data | Jumps | News announcements | Robust regression | Volatility | Volume | Volatilität | Regressionsanalyse | Regression analysis | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process |
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