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High-Frequency Financial Econometrics
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TOTAL DOCUMENTS
39
(FIVE YEARS 0)
H-INDEX
1
(FIVE YEARS 0)
Published By Princeton University Press
9781400850327
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Contents
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-toc
◽
2014
◽
pp. vii-xvi
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Preface
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-001
◽
2014
◽
pp. xvii-xxii
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Chapter 6. Estimating Integrated Volatility: The Base Case with No Noise and Equidistant Observations
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-010
◽
2014
◽
pp. 169-208
Keyword(s):
Base Case
◽
Integrated Volatility
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Notation
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-002
◽
2014
◽
pp. xxiii-xxiv
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Chapter 8. Estimating Spot Volatility
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-012
◽
2014
◽
pp. 259-298
Keyword(s):
Spot Volatility
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Introduction
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-009
◽
2014
◽
pp. 167-168
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Chapter 3. Introduction to Asymptotic Theory: Volatility Estimation for a Continuous Process
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-006
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2014
◽
pp. 83-108
Keyword(s):
Asymptotic Theory
◽
Continuous Process
◽
Volatility Estimation
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Chapter 10. Testing for Jumps
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-015
◽
2014
◽
pp. 329-392
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Chapter 14. Co-jumps
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-019
◽
2014
◽
pp. 453-476
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Appendix B. Miscellaneous Proofs
High-Frequency Financial Econometrics
◽
10.1515/9781400850327-021
◽
2014
◽
pp. 507-632
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