Identifying Jumps in Asset Prices (Q3112467): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1007/978-3-642-17254-0_14 / rank | |||
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Property / OpenAlex ID: W129782068 / rank | |||
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Property / cites work: Financial Modelling with Jump Processes / rank | |||
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Property / cites work: Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data / rank | |||
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Property / cites work: Q3774629 / rank | |||
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Property / cites work: Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach / rank | |||
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Property / cites work: A Tale of Two Time Scales / rank | |||
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Latest revision as of 20:19, 4 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Identifying Jumps in Asset Prices |
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Identifying Jumps in Asset Prices (English)
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10 January 2012
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