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  • Search: subject:"Discretized jump diffusion model"
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Year of publication
Subject
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Bayes-Statistik 2 Bayesian Markov chain Monte Carlo 2 Bayesian inference 2 Börsenkurs 2 Discretized jump diffusion model 2 Estimation 2 Hawkes process 2 Markov chain 2 Markov-Kette 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Nichtparametrisches Verfahren 2 Nonparametric jump measures 2 Nonparametric statistics 2 Option pricing theory 2 Optionspreistheorie 2 Price jump tests 2 Schätzung 2 Share price 2 Stochastic process 2 Stochastischer Prozess 2 Volatility 2 Volatilität 2 CAPM 1 Capital income 1 Dynamic price jumps 1 Estimation theory 1 Kapitaleinkommen 1 Schätztheorie 1 Volatility jumps 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 2
Author
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Forbes, Catherine Scipione 2 Maneesoonthorn, Worapree 2 Martin, Gael M. 2
Published in...
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Working paper / Department of Econometrics and Business Statistics, Monash University 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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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
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Cover Image
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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