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Search: subject:"Discretized jump diffusion model"
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Bayes-Statistik
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Bayesian Markov chain Monte Carlo
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Börsenkurs
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Discretized jump diffusion model
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Estimation
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Hawkes process
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Nichtparametrisches Verfahren
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Nonparametric jump measures
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Option pricing theory
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Price jump tests
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Schätzung
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Share price
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Stochastic process
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Stochastischer Prozess
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CAPM
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Forbes, Catherine Scipione
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Maneesoonthorn, Worapree
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Martin, Gael M.
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Working paper / Department of Econometrics and Business Statistics, Monash University
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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
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Martin, Gael M.
;
Forbes, …
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2018
Persistent link: https://www.econbiz.de/10012583570
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Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
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2017
Persistent link: https://www.econbiz.de/10011782238
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