Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Klassifikation
-
Mathematik
- Ereignis
-
Veröffentlichung
- (wo)
-
Dortmund
- (wer)
-
Universitätsbibliothek Dortmund
- (wann)
-
2005
- Urheber
-
Christensen, Kim
Podolski, Mark
- Handle
-
2003/21513
- URN
-
urn:nbn:de:101:1-201607076606
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:57 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Christensen, Kim
- Podolski, Mark
- Universitätsbibliothek Dortmund
Entstanden
- 2005
Ähnliche Objekte (12)
Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors
The asymptotic variance of semi-parametric estimators with generated regressors
A Counterexample concerning the variance-optimal martingale measure
Asymptotic normality of quadratic forms of martingale differences
Martingale
Martingale :
Asymptotic Variance Estimation for the Misclassification SIMEX
Martingale Regressions for a Continuous Time Model of Exchange Rates
A martingale-transform goodness-of-fit test for the form of the conditional variance
A martingale-transform goodness-of-fit test for the form of the conditional variance
Variance swap replication: Discrete or continuous?
Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors
The asymptotic variance of semi-parametric estimators with generated regressors
A Counterexample concerning the variance-optimal martingale measure
Asymptotic normality of quadratic forms of martingale differences
Martingale
Martingale :
Asymptotic Variance Estimation for the Misclassification SIMEX
Martingale Regressions for a Continuous Time Model of Exchange Rates
A martingale-transform goodness-of-fit test for the form of the conditional variance
A martingale-transform goodness-of-fit test for the form of the conditional variance
Variance swap replication: Discrete or continuous?
Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors
The asymptotic variance of semi-parametric estimators with generated regressors
A Counterexample concerning the variance-optimal martingale measure
Asymptotic normality of quadratic forms of martingale differences
Martingale
Martingale :
Asymptotic Variance Estimation for the Misclassification SIMEX
Martingale Regressions for a Continuous Time Model of Exchange Rates
A martingale-transform goodness-of-fit test for the form of the conditional variance
A martingale-transform goodness-of-fit test for the form of the conditional variance