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subject:"Großbritannien"
accessRights:"restricted"
~subject:"Volatilität"
~person:"Wang, Bin"
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Großbritannien
Volatilität
Estimation theory
4
Schätztheorie
4
Estimation
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
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Nichtparametrisches Verfahren
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Diffusive and jump volatility
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Jump diffusion
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Nonparametric estimation
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Wang, Bin
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Francq, Christian
5
Liu, Zhi
5
Maheswaran, S.
5
Bollerslev, Tim
4
Mancino, Maria Elvira
4
Sentana, Enrique
4
Sucarrat, Genaro
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Amengual, Dante
3
Bauwens, Luc
3
Buccheri, Giuseppe
3
Clements, Adam
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
3
Kömm, Holger
3
Lee, Kyungsub
3
Li, Wai Keung
3
Liu, Guangying
3
Marcellino, Massimiliano
3
Otranto, Edoardo
3
Park, Joon Y.
3
Potiron, Yoann
3
Song, Yuping
3
Teräsvirta, Timo
3
Varneskov, Rasmus Tangsgaard
3
Yang, Xiye
3
Zakoïan, Jean-Michel
3
Zhang, Zhiyuan
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Journal of econometrics
2
Econometric theory
1
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ECONIS (ZBW)
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1
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
2
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
3
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
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