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~isPartOf:"Management Science"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Martin, Gael M."
~subject:"Nonparametric jump measures"
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Nonparametric jump measures
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
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2018
Persistent link: https://www.econbiz.de/10012583570
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Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
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2017
Persistent link: https://www.econbiz.de/10011782238
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