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~subject:"United States"
~subject:"Share price"
~person:"Maneesoonthorn, Worapree"
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United States
Share price
Bayes-Statistik
4
Bayesian Markov chain Monte Carlo
4
Bayesian inference
4
Börsenkurs
4
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
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Finanzmarkt
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Global financial crisis
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Markov chain
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Markov-Kette
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Maneesoonthorn, Worapree
Brož, Václav
4
Forbes, Catherine Scipione
4
Kočenda, Evžen
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Martin, Gael M.
4
Sheikh, Umaid A.
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Working paper / Department of Econometrics and Business Statistics, Monash University
3
Journal of applied econometrics
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ECONIS (ZBW)
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Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
2
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
3
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
4
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
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