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~person:"Martin, Gael M."
~subject:"Share price"
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Search: subject:"Markov-Chain Monte Carlo"
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Share price
Bayesian inference
37
Bayes-Statistik
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Forecasting model
14
Prognoseverfahren
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Theorie
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Dynamic price and volatility jumps
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Financial crisis
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Financial market
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Finanzmarkt
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Martin, Gael M.
Ravazzolo, Francesco
9
Chakravarty, Sugato
6
Forbes, Catherine Scipione
6
Li, Kai
6
Maneesoonthorn, Worapree
6
Aastveit, Knut Are
5
Furlanetto, Francesco
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Gupta, Rangan
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Loria, Francesca
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Pettenuzzo, Davide
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Avdjiev, Stefan
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Dijk, Herman K. van
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Guo, Xu
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Hoogerheide, Lennart F.
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Petrella, Ivan
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Zhu, Lixing
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Antolin-Diaz, Juan
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Ardia, David
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Balke, Nathan S.
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Bauwens, Luc
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Billio, Monica
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Casarin, Roberto
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Fulop, Andras
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Gelbach, Jonah B.
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Huptas, Roman
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Koop, Gary
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McAleer, Michael
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Rodrigues, Paulo Jorge Maurício
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Rodriguez, Gabriel
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Schlag, Christian
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Seeger, Norman
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Valkanov, Rossen I.
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
Journal of applied econometrics
1
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ECONIS (ZBW)
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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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