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Jump Regressions
Li Jia,
Viktor S Todorov
, George Tauchen
Finance
Research output
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Working paper
Overview
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Dive into the research topics of 'Jump Regressions'. Together they form a unique fingerprint.
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Keyphrases
Optimal Estimator
100%
Jump Height
100%
Low Efficiency
50%
Nonlinearity
50%
Finite Sample
50%
Inference Methods
50%
Market Size
50%
Volatility
50%
Regression Model
50%
Econometric Tools
50%
Random Jump
50%
Weight-based
50%
Semi-parametric
50%
Asymptotic Limit
50%
Efficiency Bound
50%
Temporal Instability
50%
Jump Time
50%
High-frequency Observations
50%
Outlying Observation
50%
Sample Refinement
50%
Higher Order Asymptotic Expansion
50%
Jump betas
50%
Jump Relations
50%
Mathematics
Optimal Estimator
100%
Asymptotic Expansion
50%
Fixed Time Interval
50%
Regression Model
50%
Asymptotic Limit
50%
Nonlinearity
50%