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Search: subject:"Nonparametric jump measures"
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Börsenkurs
3
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric jump measures
3
Nonparametric statistics
3
Option pricing theory
3
Optionspreistheorie
3
Price jump tests
3
Schätzung
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Bayes-Statistik
2
Bayesian Markov chain Monte Carlo
2
Bayesian inference
2
CAPM
2
Discretized jump diffusion model
2
Estimation theory
2
Hawkes process
2
Markov chain
2
Markov-Kette
2
Schätztheorie
2
Volatility jumps
2
Bivariate jump diffusion model
1
Capital income
1
Dynamic price jumps
1
Kapitaleinkommen
1
Microstructure noise
1
Sampling
1
Sampling frequency
1
Statistical test
1
Statistischer Test
1
Stichprobenerhebung
1
Time series analysis
1
Zeitreihenanalyse
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Arbeitspapier
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Graue Literatur
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Working Paper
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English
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Forbes, Catherine Scipione
3
Maneesoonthorn, Worapree
3
Martin, Gael M.
3
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Working paper / Department of Econometrics and Business Statistics, Monash University
3
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ECONIS (ZBW)
3
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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)
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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