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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Abbara, Omar"
~person:"Hou, Weijie"
~subject:"Cointegration"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Cointegration
Statistical distribution
Estimation theory
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Time series analysis
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Volatilität
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continuous-time return model
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Abbara, Omar
Hou, Weijie
Li, Jing
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Revista Brasileira de Finanças : RBFin
1
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ECONIS (ZBW)
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Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
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2
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
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