Do price and volatility jump together? (Q990387): Difference between revisions
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| Property / cites work: Estimating functions for diffusion-type processes / rank | |||
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| Property / cites work: Testing for common arrivals of jumps for discretely observed multidimensional processes / rank | |||
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| Property / cites work: Inference for Continuous Semimartingales Observed at High Frequency / rank | |||
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| Property / cites work: Volatility Jumps / rank | |||
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Revision as of 03:00, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do price and volatility jump together? |
scientific article |
Statements
Do price and volatility jump together? (English)
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1 September 2010
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common jumps
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tests
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discrete sampling
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volatility
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high-frequency data
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