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~subject:"Schätztheorie"
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Schätztheorie
Stochastic process
11
Stochastischer Prozess
11
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7
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7
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7
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7
Volatilität
7
stochastic volatility
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Veraart, Almut E. D.
7
Bennedsen, Mikkel
2
Lunde, Asger
2
Shephard, Neil G.
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Barndorff-Nielsen, Ole E.
1
Gandy, Axel
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Noven, Ragnhild C.
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CREATES research paper
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ECONIS (ZBW)
7
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
3
A latent trawl process model for extreme values
Noven, Ragnhild C.
;
Veraart, Almut E. D.
;
Gandy, Axel
- In:
The journal of energy markets
11
(
2018
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012001918
Saved in:
4
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
Veraart, Almut E. D.
-
2010
Persistent link: https://www.econbiz.de/10008659414
Saved in:
5
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
6
Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
Saved in:
7
Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D.
- In:
Econometric theory
26
(
2010
)
2
,
pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
Saved in:
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