Econometrics and Finance Group
P.O. Box 90153
5000 LE Tilburg
Tilburg University - Center for Economic Research (CentER)
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Derivative pricing, jump diffusion, stochastic volatility
count data, integer-valued time series, information loss structure
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Count data, integer‐valued time series, information loss structure
count data, nonparametric maximum likelihood, infinite-dimensional Z-estimator, semiparametric efficiency
count data, integer-valued time series, bilinear model
integer-valued times series, Poisson limit experiment, local-to-unity asymptotics
derivatives trading, execution timing, optimal stopping, dynamic programming, straddles, dynamic order strategies
panel unit root test, Local Asymptotic Mixed Normality, limit experiment, asymptotic power envelope
panel unit root test, Local Asymptotic Normality, limit experiment
panel unit root test, limit experiment, asymptotic power envelope, heterogeneous altervatives.
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