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Search: subject:"Nonparametric jump measures"
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Börsenkurs
4
CAPM
4
Nichtparametrisches Verfahren
4
Nonparametric jump measures
4
Nonparametric statistics
4
Option pricing theory
4
Optionspreistheorie
4
Price jump tests
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Volatility jumps
3
Bayes-Statistik
2
Bayesian Markov chain Monte Carlo
2
Bayesian inference
2
Bivariate jump diffusion model
2
Capital income
2
Discretized jump diffusion model
2
Estimation
2
Estimation theory
2
Hawkes process
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Microstructure noise
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Sampling frequency
2
Schätztheorie
2
Schätzung
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
Zeitreihenanalyse
2
Dynamic price jumps
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English
4
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Forbes, Catherine Scipione
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
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Working paper / Department of Econometrics and Business Statistics, Monash University
3
Journal of econometrics
1
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ECONIS (ZBW)
4
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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
Saved in:
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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