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subject:"Monte Carlo simulation"
~person:"Maneesoonthorn, Worapree"
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Monte Carlo simulation
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Maneesoonthorn, Worapree
Dijk, Herman K. van
33
Tsionas, Efthymios G.
24
Ravazzolo, Francesco
16
Casarin, Roberto
15
Martin, Gael M.
15
Forbes, Catherine Scipione
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Hoogerheide, Lennart
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Peters, Gareth
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Strachan, Rodney W.
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Kneib, Thomas
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Nason, James Michael
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Kohn, Robert
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Koop, Gary
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Lang, Stefan
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Li, Yong
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Hoogerheide, Lennart F.
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Koopman, Siem Jan
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Leon-Gonzalez, Roberto
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Geweke, John
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Kano, Takashi
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Schorfheide, Frank
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Zhang, Xibin
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Fischer, Manfred M.
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Korobilis, Dimitris
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Mertens, Elmar
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Nason, James M.
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Fulop, Andras
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Gunawan, David
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1
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
Saved in:
2
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
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
8
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
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