F. Hubalek:
"On Trades, Volume, and the Martingale Estimating Function Approach for Stochastic Volatility Models with Jumps";
Talk: PRisMa Day - Workshop on Portfolio Risk Management, Vienna, Austria (invited); 2008-09-29.
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)