Jump Intensity
Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics
46
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options
50
A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics
53
The Jump Dynamics of the Industry Specific Nominal Effective Exchange Rate of RMB and the Impact of Major International Currencies on It—An Empirical Study Based on the ARJI Model
34
The Effectiveness of the ECB Announcement Channel
17
Price Jumps on European Stock Markets
32
Simulated likelihood inference for stochastic volatility models using continuous particle filtering
27
High Frequency Trading and Market Stability* Jonathan Brogaard. Thibaut Moyaert. Ryan Riordan. First Draft: October Current Draft May 2014
37
Stock Volatility Modelling with Augmented GARCH Model with Jumps
9
Characteristics of hydraulic jump on corrugated beds
8
Harnack Inequality for Some Classes of Markov Processes
28
Compensators and diffusion approximation of point processes and applications
153
A Modified Stilling Basin with Flow Guide Pipes to Improve Hydraulic Jump Parameters
8
Effect of Ramadan intermittent fasting on selective fitness profile parameters in young untrained Muslim men
7
Dynamic hedging of portfolio credit derivatives
29
The Influence of Low Intensity-High Intensity Plyometric Training and Hand-Eye Coordination on Jump Shoot Ability in Basketball Players of Bhinneka Solo Club: Randomized Control Trial
9
Professional Judgement and Decision Making in Sport Coaching: To Jump Or Not To Jump
7
Pure-jump semimartingales
20
A correction equation for jump height measured using the just jump system
10
CBL Corporate Basketball League Maç Đstatistik Tablosu
13