ABFN_080822_appendix.pdf
Creators:
Torben G. Andersen
;
Tim Bollerslev
;
Per Frederiksen
;
Morten Ørregaard Nielsen
From the dataset abstract
We provide an empirical framework for assessing the distributional properties of daily speculative returns within the context of the continuous-time jump diffusion models traditionally...
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/fa230e68-dc91-4f99-b5bd-9048b19ca64e/resource/ad0abd6d-958e-4ada-a788-502f94c4af85/download/abfn_080822_appendix.pdf |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
