Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054): Difference between revisions

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+Testing whether jumps have finite or infinite activity
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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+A generalized impulse control model of cash management
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+Optimal Central Bank intervention in the foreign exchange market
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+Maximum Likelihood Estimation of Misspecified Models
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+Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan
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