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isPartOf:"Journal of econometrics"
~person:"Martin, Gael M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Price jump tests"
~subject:"Stochastischer Prozess"
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Bayesian inference
Price jump tests
Stochastischer Prozess
Nichtparametrisches Verfahren
2
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2
Volatility
2
Volatilität
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Martin, Gael M.
Todorov, Viktor
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Tauchen, George Eugene
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Asai, Manabu
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Bollerslev, Tim
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Aït-Sahalia, Yacine
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Grynkiv, Iaryna
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Jensen, Mark J.
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Kim, Donggyu
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Swanson, Norman R.
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Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Econometric reviews
1
Journal of applied econometrics
1
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ECONIS (ZBW)
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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2
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
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