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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~person:"Gaillac, Christophe"
~person:"Park, Joon Y."
~subject:"Capital income"
~subject:"Scientific modelling"
~type_genre:"Working Paper"
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Gaillac, Christophe
Park, Joon Y.
Koopman, Siem Jan
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Cai, Zongwu
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Croux, Christophe
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Hafner, Christian M.
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ECONIS (ZBW)
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
Saved in:
2
Estimates for the SVD of the truncated Fourier transform on L2(cosh(b.)) and stable analytic continuation
Gautier, Eric
;
Gaillac, Christophe
-
2019
-
This version: May 16, 2019
Persistent link: https://www.econbiz.de/10012181545
Saved in:
3
Understanding regressions with observations collected at high frequency over long span
Chang, Yoosoon
;
Lu, Ye
;
Park, Joon Y.
-
2018
Persistent link: https://www.econbiz.de/10012223871
Saved in:
4
Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon
;
Park, Joon Y.
;
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001498888
Saved in:
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