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Identification of jumps in financial price series
Hellström, Jörgen, (2011)
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree, (2018)
A non-parametric estimator for stochastic volatility density
Ouamaliche, Soufiane, (2021)
Programme evaluation with multiple treatments
Frölich, Markus, (2002)
What is the value of knowing the propensity score for estimating average treatment effects?
Regression discontinuity design with covariates
Frölich, Markus, (2007)