Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396): Difference between revisions
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Revision as of 00:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach |
scientific article |
Statements
Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (English)
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13 June 2016
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swap variance
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jumps
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bi-power variation
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market microstructure noise
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