Keyphrases
Stochastic Unit Root
100%
Financial Returns
58%
Kurtosis
48%
Temporal Aggregation
41%
Aggregation Effect
41%
Local Unit Roots
41%
Econometrics
41%
Financial Indices
41%
Return Index
41%
Regression Theory
41%
Sample Correlation Coefficient
41%
Continuous-time
25%
Financial Econometrics
20%
Autoregression
20%
University of Iowa
20%
Research Fellowship
20%
Technion
20%
Israel
20%
Science Foundation
20%
Visiting Professor
20%
Paris France
20%
Monash University
20%
Academic Research
20%
Canterbury
20%
Financial Times
20%
Academic Scholarship
20%
University of Bristol
20%
Recherche
20%
Yale University
20%
Australia
20%
Series Analysis
20%
New Zealand
20%
Sampling Interval
16%
Limit Theory
15%
Generating Mechanism
13%
Root Components
13%
Price Index
13%
Gold Returns
13%
Oil Returns
13%
Sampling Window
13%
Balanced Regression
13%
Spurious Regression
13%
Unit Root Model
13%
Stylized Facts
13%
Asymptotic Theory
13%
Modelling Scheme
13%
Stock Returns
13%
Excess Kurtosis
8%
Kurtosis Parameter
8%
Price Process
8%
Mathematics
Stochastics
97%
Kurtosis
46%
Sample Correlation Coefficient
41%
Continuous Time
20%
Autoregression
15%
Stylized Fact
13%
Probability Theory
13%
Asymptotic Theory
13%
Price Index
13%
Statistics
13%
Sampling Interval
13%
Gaussian Distribution
6%
Price Process
6%
Excess Kurtosis
6%
Variance
5%
Limit Process
5%
Diffusion Limitation
5%
Nonlinear
5%
Random Walk
5%
Asymptotic Expansion
5%
Option Pricing
5%
Mathematical Finance
5%
Social Sciences
Stochastics
41%
Research Grants
41%
Tuition Fee
20%
Research Focus
20%
New Zealand
20%
Paris
20%
UK
20%
Israel
20%
Visiting Teachers
20%
Financial Econometrics
20%
Time Series
20%
France
20%
Australia
20%
Empirical Research
5%
USA
5%
Finance
5%
Kurtosis
5%
Variance
5%
Pricing
5%
