Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps (Q3295735): Difference between revisions
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Latest revision as of 10:51, 31 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps |
scientific article |
Statements
Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps (English)
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10 July 2020
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financial econometrics
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integrated volatility
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nonparametric estimator
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continuous time model
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jumps
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co-jumps
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big data
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high-frequency data
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