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~type_genre:"Non-commercial literature"
~subject:"Nonparametric statistics"
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Search: person:"Forbes, Catherine S."
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Nonparametric statistics
Bayes-Statistik
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Bayesian inference
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Theorie
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Monte Carlo simulation
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Markov-Kette
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Dynamic price and volatility jumps
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Financial market
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Forbes, Catherine Scipione
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Maneesoonthorn, Worapree
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Martin, Gael M.
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Grose, Simone D.
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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2
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
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3
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
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4
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
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