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Integer valued trawl process
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Shephard, Neil G.
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CREATES research paper
Economics discussion papers
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Department of Economics discussion paper series / University of Oxford
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Journal of econometrics
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Oxford Financial Research Centre economics series
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Suntory Toyota International Centre for Economics and Related Disciplines
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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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Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10008659413
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