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~person:"Forbes, Catherine Scipione"
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Börsenkurs
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CAPM
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Nichtparametrisches Verfahren
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Nonparametric jump measures
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Price jump tests
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Stochastic process
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Forbes, Catherine Scipione
Stübinger, Johannes
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Aboura, Sofiane
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Maneesoonthorn, Worapree
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of econometrics
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ECONIS (ZBW)
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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2
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
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, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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