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subject:"Stochastic process"
subject:"Volatility"
~person:"Yu, Jun"
~subject:"Germany"
~type_genre:"Book section"
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Stochastic process
Volatility
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Estimation theory
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Yu, Jun
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Essays in honor of Joon Y. Park : econometric theory
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Handbook of financial time series
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Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
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2
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
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