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How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
Veraart, Almut
- In:
AStA Advances in Statistical Analysis
95
(
2011
)
3
,
pp. 253-291
Persistent link: https://www.econbiz.de/10009324602
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Estimating models based on Markov jump processes given fragmented observation series
Hahn, Markus
;
Frühwirth-Schnatter, Sylvia
;
Sass, Jörn
- In:
AStA Advances in Statistical Analysis
93
(
2009
)
4
,
pp. 403-425
Persistent link: https://www.econbiz.de/10008491510
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