Mixed-scale jump regressions with bootstrap inference (Q1676389): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2597751284 / rank | |||
Normal rank | |||
Revision as of 23:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed-scale jump regressions with bootstrap inference |
scientific article |
Statements
Mixed-scale jump regressions with bootstrap inference (English)
0 references
7 November 2017
0 references
bootstrap
0 references
high-frequency data
0 references
jumps
0 references
regression
0 references
semimartingale
0 references
specification test
0 references
stochastic volatility
0 references
