A bootstrap test for jumps in financial economics (Q2343319): Difference between revisions
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Revision as of 06:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap test for jumps in financial economics |
scientific article |
Statements
A bootstrap test for jumps in financial economics (English)
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5 May 2015
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i.i.d. bootstrap
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jump-diffusion process
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ratio test
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realized variation
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realized bipower variation
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