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Compound Poisson jumps
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Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
Noh, Jungsik
;
Lee, Seung Y.
;
Lee, Sangyeol
- In:
Economics Letters
117
(
2012
)
3
,
pp. 734-738
This paper proposes a
quantile
regression
estimator
for the diffusion parameter in diffusion processes with compound …
Persistent link: https://www.econbiz.de/10010594186
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