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~person:"Maneesoonthorn, Worapree"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
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Maneesoonthorn, Worapree
Koopman, Siem Jan
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Mumtaz, Haroon
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Clark, Todd E.
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Huber, Florian
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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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ECONIS (ZBW)
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Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
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2020
Persistent link: https://www.econbiz.de/10012610795
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2
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
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2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
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3
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
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2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
4
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:
5
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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