| . |
Dumitru, Ana-Maria's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
154 |
Total
Citations
2 |
|
|
|
|
|
1.
|
|
|
Dumitru, Ana-Maria University of Surrey - Department of Economics Urga, Giovanni Cass Business School, Faculty of Finance, London
|
|
139
(104,652)
|
2
|
|
| |
|
| |
jumps, nonparametric tests, high frequency data, stochastic volatility, Monte Carlo simulations
|
|
|
2.
|
|
|
Dumitru, Ana-Maria University of Surrey - Department of Economics
|
|
15
(293,152)
|
|
|
| |
|
| |
jumps, nonparametric tests, bootstrap, realized bipower variation, median realized variation
|
|
Records 1 -
2
of 2 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo5 in 0.093 seconds
|