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  • Search: subject:"Bivariate jump diffusion model"
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Subject
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Bivariate jump diffusion model 1 Börsenkurs 1 CAPM 1 Estimation 1 Estimation theory 1 Microstructure noise 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nichtparametrisches Verfahren 1 Nonparametric jump measures 1 Nonparametric statistics 1 Option pricing theory 1 Optionspreistheorie 1 Price jump tests 1 Sampling 1 Sampling frequency 1 Schätztheorie 1 Schätzung 1 Share price 1 Statistical test 1 Statistischer Test 1 Stichprobenerhebung 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Volatility 1 Volatility jumps 1 Volatilität 1 Zeitreihenanalyse 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Forbes, Catherine Scipione 1 Maneesoonthorn, Worapree 1 Martin, Gael M. 1
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Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
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ECONIS (ZBW) 1
Showing 1 - 1 of 1
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - 2020 - (Revised working paper 17/18)
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