Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508)
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scientific article; zbMATH DE number 5933695
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| English | Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models |
scientific article; zbMATH DE number 5933695 |
Statements
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (English)
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28 July 2011
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martingale estimating functions
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stochastic volatility models with jumps
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consistency and asymptotic normality
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trading intensity
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0.8999039
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0.8692453
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0.8664611
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0.8638476
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0.86058545
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0.85916775
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0.8574166
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