Jeannette Woerner - Veröffentlichungen allgemein

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EconPapers: The Gumbel test and jumps in the volatility process

econpapers.repec.org

Christian Palmes () and Jeannette H. C. Woerner (-dortmund.de) Additional ...

Analyzing the Fine Structure of Continuous Time Stochastic Processes...

link.springer.com

In the recent years especially in finance many different models either based on semimartingales, purely continuous, pure jump and a mixture of both, or...

Statistical convergence of Markov experiments to diffusion limits :...

archive.org

Assume that one observes the $k$-th, $2k$-th, ...., $nk$-th value of a Markov chain $X_{1,h},...,X_{nk,h}$. That means we assume that a high frequency Markov...

Ludger Rüschendorf - Wikidata

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Ph.D. Universität Hamburg 1974

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Veröffentlichungen allgemein Jeannette Woerner

EconPapers: The Gumbel test and jumps in the volatility process

Analyzing the Fine Structure of Continuous Time Stochastic Processes...

Statistical convergence of Markov experiments to diffusion limits :...

Ludger Rüschendorf - Wikidata