Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data
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Published By Springer Fachmedien Wiesbaden

9783658284176, 9783658284183

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Testing for the Presence of Jumps

Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data ◽

10.1007/978-3-658-28418-3_8 ◽

2019 ◽

pp. 207-240

Author(s):

Ole Martin

Estimating Asymptotic Laws

Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data ◽

10.1007/978-3-658-28418-3_4 ◽

2019 ◽

pp. 111-135

Author(s):

Ole Martin

Laws of Large Numbers

Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data ◽

10.1007/978-3-658-28418-3_2 ◽

2019 ◽

pp. 9-71

Author(s):

Ole Martin

Keyword(s):

Laws Of Large Numbers ◽

Large Numbers

Estimating Spot Volatility

Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data ◽

10.1007/978-3-658-28418-3_6 ◽

2019 ◽

pp. 157-174

Author(s):

Ole Martin

Keyword(s):

Spot Volatility

Central Limit Theorems

Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data ◽

10.1007/978-3-658-28418-3_3 ◽

2019 ◽

pp. 73-109

Author(s):

Ole Martin

Keyword(s):

Central Limit ◽

Limit Theorems ◽

Central Limit Theorems

Framework

Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data ◽

10.1007/978-3-658-28418-3_1 ◽

2019 ◽

pp. 3-8

Author(s):

Ole Martin

Testing for the Presence of Common Jumps

Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data ◽

10.1007/978-3-658-28418-3_9 ◽

2019 ◽

pp. 241-303

Author(s):

Ole Martin

Observation Schemes

Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data ◽

10.1007/978-3-658-28418-3_5 ◽

2019 ◽

pp. 137-153

Author(s):

Ole Martin

Keyword(s):

Observation Schemes

Estimating Quadratic Covariation

Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics - High-Frequency Statistics with Asynchronous and Irregular Data ◽

10.1007/978-3-658-28418-3_7 ◽

2019 ◽

pp. 175-205

Author(s):

Ole Martin

Keyword(s):

Quadratic Covariation