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subject:"Share price"
subject:"United Kingdom"
~person:"Lee, Kyungsub"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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Share price
United Kingdom
Börsenkurs
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Estimation theory
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Lee, Kyungsub
Maheswaran, S.
9
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
7
Kim, Donggyu
6
Mills, Terence C.
6
Faff, Robert W.
5
Kumar, Dilip
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Wang, Yazhen
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4
Bauwens, Luc
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Cuthbertson, Keith
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Engle, Robert F.
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Francq, Christian
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Zakoïan, Jean-Michel
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3
Bhattacharyya, Dilip K.
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3
Bollerslev, Tim
3
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3
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Ericsson, Neil R.
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Kapetanios, George
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Kim, Myung-jig
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Krämer, Walter
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Kunitomo, Naoto
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Finance research letters
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
2
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
3
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
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