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~person:"Forbes, Catherine Scipione"
~subject:"Dynamic price and volatility jumps"
~type_genre:"Case study"
~type_genre:"Graue Literatur"
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Dynamic price and volatility jumps
Monte Carlo simulation
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Monte-Carlo-Simulation
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Bayes-Statistik
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Markov chain
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Markov-Kette
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Börsenkurs
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Forbes, Catherine Scipione
Maneesoonthorn, Worapree
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Martin, Gael M.
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
2
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
3
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
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