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Journal: Mathematics, 2025
Volume: 13
Number: 1399

Article: Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage
Authors: by Yuping Song, Ruiqiu Chen, Chunchun Cai, Yuetong Zhang and Min Zhu
Link: https://www.mdpi.com/2227-7390/13/9/1399

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