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~isPartOf:"Mathematical finance"
~subject:"Bayes-Statistik"
~subject:"Zeitreihenanalyse"
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Bayes-Statistik
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high frequency data
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Woerner, Jeannette H. C.
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Barndorff-Nielsen, Ole E.
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Mathematical finance
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Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581651
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2
Estimation of integrated volatility in
stochastic
volatility
models
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581654
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3
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
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