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type_genre:"Working Paper"
isPartOf:"CREATES research paper"
~person:"Veraart, Almut E. D."
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Integer valued trawl process
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Veraart, Almut E. D.
Nielsen, Morten Ørregaard
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Teräsvirta, Timo
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Johansen, Søren
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Kristensen, Dennis
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Podolskij, Mark
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Yang, Yukai
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Berenguer-Rico, Vanessa
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Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
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2
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
Veraart, Almut E. D.
-
2010
Persistent link: https://www.econbiz.de/10008659414
Saved in:
3
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
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