Matches in SemOpenAlex for { <https://semopenalex.org/work/W2962956224> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W2962956224 abstract "In this article, local linear estimators are adapted for the unknown infinitesimal coefficients associated with continuous‐time asset return models with jumps, which can correct the bias automatically due to their simple bias representation. The integrated diffusion models with jumps, especially infinite activity jumps, are mainly investigated. In addition, under mild conditions, the weak consistency and asymptotic normality are provided through the conditional Lindeberg theorem as the time span T→∞ and the sample interval Δ n →0. Furthermore, our method presents advantages in bias correction through simulation whether jumps belong to the finite activity case or infinite activity case. Finally, the estimators are illustrated empirically through the returns of stock index under 5‐minute high sampling frequency for real application." @default.
- W2962956224 created "2019-07-30" @default.
- W2962956224 creator A5026776640 @default.
- W2962956224 creator A5040558103 @default.
- W2962956224 creator A5080141034 @default.
- W2962956224 date "2018-08-19" @default.
- W2962956224 modified "2023-09-24" @default.
- W2962956224 title "Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps" @default.
- W2962956224 cites W119144269 @default.
- W2962956224 cites W1980500537 @default.
- W2962956224 cites W1981797986 @default.
- W2962956224 cites W2001213989 @default.
- W2962956224 cites W2005909311 @default.
- W2962956224 cites W2009129315 @default.
- W2962956224 cites W2011000414 @default.
- W2962956224 cites W2011131366 @default.
- W2962956224 cites W2015354460 @default.
- W2962956224 cites W2018240140 @default.
- W2962956224 cites W2021310871 @default.
- W2962956224 cites W2043758517 @default.
- W2962956224 cites W2045992437 @default.
- W2962956224 cites W2053255022 @default.
- W2962956224 cites W2054211118 @default.
- W2962956224 cites W2059908963 @default.
- W2962956224 cites W2062042027 @default.
- W2962956224 cites W2068273852 @default.
- W2962956224 cites W2079899945 @default.
- W2962956224 cites W2107193251 @default.
- W2962956224 cites W2114095694 @default.
- W2962956224 cites W2125854854 @default.
- W2962956224 cites W2145912755 @default.
- W2962956224 cites W2149189274 @default.
- W2962956224 cites W2172525224 @default.
- W2962956224 cites W2328990529 @default.
- W2962956224 cites W2514022338 @default.
- W2962956224 cites W2731788773 @default.
- W2962956224 cites W2748085134 @default.
- W2962956224 cites W2783535965 @default.
- W2962956224 cites W3022439851 @default.
- W2962956224 cites W3112303190 @default.
- W2962956224 cites W3122681729 @default.
- W2962956224 cites W3124459517 @default.
- W2962956224 doi "https://doi.org/10.1111/jtsa.12423" @default.
- W2962956224 hasPublicationYear "2018" @default.
- W2962956224 type Work @default.
- W2962956224 sameAs 2962956224 @default.
- W2962956224 citedByCount "0" @default.
- W2962956224 crossrefType "journal-article" @default.
- W2962956224 hasAuthorship W2962956224A5026776640 @default.
- W2962956224 hasAuthorship W2962956224A5040558103 @default.
- W2962956224 hasAuthorship W2962956224A5080141034 @default.
- W2962956224 hasBestOaLocation W29629562242 @default.
- W2962956224 hasConcept C105795698 @default.
- W2962956224 hasConcept C118615104 @default.
- W2962956224 hasConcept C134306372 @default.
- W2962956224 hasConcept C149782125 @default.
- W2962956224 hasConcept C185429906 @default.
- W2962956224 hasConcept C2776157432 @default.
- W2962956224 hasConcept C2776436953 @default.
- W2962956224 hasConcept C28826006 @default.
- W2962956224 hasConcept C33923547 @default.
- W2962956224 hasConcept C65778772 @default.
- W2962956224 hasConcept C91229774 @default.
- W2962956224 hasConceptScore W2962956224C105795698 @default.
- W2962956224 hasConceptScore W2962956224C118615104 @default.
- W2962956224 hasConceptScore W2962956224C134306372 @default.
- W2962956224 hasConceptScore W2962956224C149782125 @default.
- W2962956224 hasConceptScore W2962956224C185429906 @default.
- W2962956224 hasConceptScore W2962956224C2776157432 @default.
- W2962956224 hasConceptScore W2962956224C2776436953 @default.
- W2962956224 hasConceptScore W2962956224C28826006 @default.
- W2962956224 hasConceptScore W2962956224C33923547 @default.
- W2962956224 hasConceptScore W2962956224C65778772 @default.
- W2962956224 hasConceptScore W2962956224C91229774 @default.
- W2962956224 hasFunder F4320321001 @default.
- W2962956224 hasLocation W29629562241 @default.
- W2962956224 hasLocation W29629562242 @default.
- W2962956224 hasOpenAccess W2962956224 @default.
- W2962956224 hasPrimaryLocation W29629562241 @default.
- W2962956224 hasRelatedWork W1564044539 @default.
- W2962956224 hasRelatedWork W2007357355 @default.
- W2962956224 hasRelatedWork W2059195284 @default.
- W2962956224 hasRelatedWork W2060444488 @default.
- W2962956224 hasRelatedWork W2062740314 @default.
- W2962956224 hasRelatedWork W2140985786 @default.
- W2962956224 hasRelatedWork W2381445533 @default.
- W2962956224 hasRelatedWork W2460148008 @default.
- W2962956224 hasRelatedWork W3125897357 @default.
- W2962956224 hasRelatedWork W4225414656 @default.
- W2962956224 isParatext "false" @default.
- W2962956224 isRetracted "false" @default.
- W2962956224 magId "2962956224" @default.
- W2962956224 workType "article" @default.