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Size Distortion in the Analysis of Volatility and Covolatility Effectso appropriate quantiles from the distribution when . ≠ 0 may be size distorted. The paper points out how the above statistical problems arise in standard models in Finance in the analysis of risk effects.A Monte Carlo study explores how the asymptotic results are reflected in finite sample.
半圆凿
发表于 2025-3-26 20:41:44
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