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~person:"Hautsch, Nikolaus"
~subject:"Estimation"
~type_genre:"Book section"
~type_genre:"Mikroform"
~type_genre:"Sammlung"
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Four essays on the econometric analysis of high-frequency order data
Huang, Ruihong
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2012
Persistent link: https://www.econbiz.de/10009670513
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Stochastic volatility estimation using Markov chain simulation
Hautsch, Nikolaus
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Ou, Yangguoyi
- In:
Applied quantitative finance
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(pp. 249-274)
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2009
Persistent link: https://www.econbiz.de/10003746411
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
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Hautsch, Nikolaus
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Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
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