scientific article; zbMATH DE number 5245026
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Publication:5447122
zbMath1157.91017MaRDI QIDQ5447122
Neil Shephard, Ole Eiler Barndorff-Nielsen
Publication date: 6 March 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
forecastingquadratic variationnonparametric estimationsmarket frictionstochastic economic modelsarbitrage-free processessemimartingals
Statistical methods; risk measures (91G70) Nonparametric estimation (62G05) Stochastic models in economics (91B70) Generalizations of martingales (60G48)
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