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  • Search: subject:"Linear–quadratic volatility"
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Börsenkurs 1 Estimation theory 1 General method of moments 1 Jump process 1 Linear–quadratic volatility 1 Method of moments 1 Momentenmethode 1 Monte Carlo simulation 1 Monte carlo 1 Monte-Carlo-Simulation 1 Multi-power variations 1 Power variations 1 Schätztheorie 1 Share price 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ewald, Christian 1 Zou, Yihan 1
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Journal of empirical finance 1
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Stochastic volatility : a tale of co-jumps, non-normality, GMM and high frequency data
Ewald, Christian; Zou, Yihan - In: Journal of empirical finance 64 (2021), pp. 37-52
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