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~language:"eng"
~person:"Arvanitis, Stelios"
~person:"Chong, Carsten"
~person:"Leitner, Johannes"
~person:"Phillips, Peter C. B."
~person:"Tauchen, George Eugene"
~subject:"Estimation theory"
~subject:"Kapitalmarkttheorie"
~subject:"Martingal"
~subject:"Theory"
~subject:"Zinsstruktur"
~subject:"heteroskedasticity"
~subject:"high-frequency data"
~type_genre:"Graue Literatur"
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Estimation theory
Kapitalmarkttheorie
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high-frequency data
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Arvanitis, Stelios
Chong, Carsten
Leitner, Johannes
Phillips, Peter C. B.
Tauchen, George Eugene
Schweizer, Martin
15
Podolskij, Mark
12
Platen, Eckhard
10
Barndorff-Nielsen, Ole E.
8
Shephard, Neil G.
7
Cassese, Gianluca
6
Jacod, Jean
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Prigent, Jean-Luc
6
Scaillet, Olivier
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Hulley, Hardy
5
Renault, Olivier
5
Soner, Halil Mete
5
Graversen, Svend Erik
4
Ibragimov, Rustam
4
Kardaras, Constantinos
4
Linton, Oliver
4
Pommeret, Denys
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Vetter, Mathias
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Chiarella, Carl
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Choulli, Tahir
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Dhaene, Jan
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Giraitis, Liudas
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Herdegen, Martin
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Hong, Seok Young
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Jeanblanc, Monique
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Larsson, Martin
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Pincheira, Pablo
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Spokojnyj, Vladimir G.
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Stassen, Ben
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Vrins, Frédéric
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Woerner, Jeannette H. C.
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Zhang, Hui Jun
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Amendinger, Jürgen
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Becherer, Dirk
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Beißner, Patrick
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Bollerslev, Tim
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Brown, Donald J.
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Cowles Foundation discussion paper
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
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2000
Persistent link: https://www.econbiz.de/10001450616
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