Estimation of Occurrence of Jumps in Time Series Models Including Jump Diffusion Processes and Their Applications to Optimal Portfolio Formations
| Autor: | Tokinaga, Shozo, Tan, Kangrong |
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| Jazyk: | angličtina |
| Rok vydání: | 2022 |
| Zdroj: | 經濟學研究. 88(5/6):33-45 |
| ISSN: | 0022-975X |
| Databáze: | OpenAIRE |
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