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~isPartOf:"Asia-Pacific financial markets"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Asymptotic robustness of Jump-Test
1
Börsenkurs
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Continuous-time processes
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Estimation theory
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Financial market
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Finanzmarkt
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High-frequency financial data
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Kunitomo, Naoto
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Kurisu, Daisuke
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Asia-Pacific financial markets
Journal of econometrics
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Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
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