Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market (Q3178528): Difference between revisions

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+Testing for jumps in a discretely observed process
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+The Distribution of Realized Exchange Rate Volatility
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+Jump-robust volatility estimation using nearest neighbor truncation
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+Dynamics of Intraday Serial Correlation in China's Stock Market
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+Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure
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+THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS
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+A note on the central limit theorem for bipower variation of general functions
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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