Testing for jumps in noisy high frequency data (Q527932): Difference between revisions
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Revision as of 06:26, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for jumps in noisy high frequency data |
scientific article |
Statements
Testing for jumps in noisy high frequency data (English)
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12 May 2017
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semimartingale
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testing for jumps
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high frequency data
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market microstructure noise
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pre-averaging
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