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://jda-test.zbw.eu/dataset/267efa3a-2c6a-41ed-b2d2-2500ba6babef/resource/50387632-df07-42c2-8233-d8441ec327b6/download/abfn_080822_appendix.pdf |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
