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Estimation theory
2
High-frequency financial data
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Schätztheorie
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Asymptotic robustness of Jump-Test
1
Börsenkurs
1
Continuous-time processes
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Financial market
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Finanzmarkt
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Hedging
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Hedging coefficient
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Integrated covariance
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Jumps
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Micro-market noise
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Micro-market price adjustments and noises
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Noise Trading
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Noise trading
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Random sampling
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Round-off errors
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Sampling
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Separating information maximum likelihood (SIML)
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Share price
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Small-noise asymptotics
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Statistischer Fehler
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Kunitomo, Naoto
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Kurisu, Daisuke
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Misaki, Hiroumi
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Sato, Seisho
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Asia-Pacific financial markets
NBER working paper series
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Physica A: Statistical Mechanics and its Applications
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Setting up electronic databases
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Journal of Financial Transformation
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Business intelligence and analytics in small and medium enterprises
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World Bank E-Library Archive
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Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
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Business horizons
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International Journal of Financial Studies : open access journal
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International journal of financial engineering
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Journal of Risk and Financial Management
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ECONIS (ZBW)
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Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
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2
The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling
Kunitomo, Naoto
;
Misaki, Hiroumi
;
Sato, Seisho
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 333-368
Persistent link: https://www.econbiz.de/10011524812
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