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~person:"Forbes, Catherine Scipione"
~subject:"Behavioural finance"
~subject:"Option pricing theory"
~type_genre:"Arbeitspapier"
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Behavioural finance
Option pricing theory
Börsenkurs
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CAPM
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Nonparametric jump measures
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Forbes, Catherine Scipione
He, Xue-zhong
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Working paper / Department of Econometrics and Business Statistics, Monash University
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
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2020
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(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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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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3
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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