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person:"Robert, Christian P."
~person:"Kohn, Robert"
~person:"Martin, Gael M."
~subject:"Stochastic volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Robert, Christian P.
Kohn, Robert
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Asai, Manabu
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Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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2
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
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