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Ziggel, Daniel's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
93 |
Total
Citations
1 |
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1.
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Podolskij, Mark
University of Aarhus - School of Economics and Management Ziggel, Daniel
University of Bochum
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63
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1
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Central Limit Theorem, High-Frequency Data, Microstructure Noise, Semimartingale Theory, Tests for Jumps, Truncated Power Variation
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2.
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Podolskij, Mark
University of Aarhus - School of Economics and Management Ziggel, Daniel
University of Bochum
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30
(242,945)
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Bipower Variation, Central Limit Theorem, Diffusion Models, Goodness-Of- Fit Testing, High-Frequency Data, Integrated Volatility, Range-Based Bipower Variation, Semimartingale Theory
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3.
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Dette, Holger
University of Bochum - Faculty of Mathematics Ziggel, Daniel
University of Bochum
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Monotone discount curve, McCulloch splines, nonnegative forward rates
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Records 1 -
3
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