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~person:"Maneesoonthorn, Worapree"
~subject:"Risk management"
~subject:"Stochastic process"
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Bayes-Statistik
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Maneesoonthorn, Worapree
Koopman, Siem Jan
22
Shevchenko, Pavel V.
8
Forbes, Catherine Scipione
7
Gleißner, Werner
7
Kleijnen, Jack P. C.
7
Martin, Gael M.
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Mertens, Elmar
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Scharth, Marcel
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Chiarella, Carl
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Asai, Manabu
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León-González, Roberto
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Lucas, André
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Omori, Yasuhiro
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Ooms, Marius
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Platen, Eckhard
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Rodrigues, Paulo Jorge Maurício
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Seeger, Norman
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Wirjanto, Tony S.
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Zhang, Xibin
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Beers, Wim C. M. van
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Chan, Joshua
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Dimitrakopoulos, Stefanos
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Grzelak, Lech A.
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Jensen, Mark J.
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Kang, Boda
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Kim, Dongwoo
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Men, Zhongxian
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Nason, James Michael
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Oosterlee, Cornelis Willebrordus
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of applied econometrics
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Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
2
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
3
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
4
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
5
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
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