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~isPartOf:"CREATES research paper"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
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A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
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Varneskov, Rasmus Tangsgaard
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2015
Persistent link: https://www.econbiz.de/10010529445
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Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure
Effraimidis, Georgios
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Dahl, Christian M.
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2013
Persistent link: https://www.econbiz.de/10010226782
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On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
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2011
Persistent link: https://www.econbiz.de/10009413031
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