Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index (Q5029310)
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scientific article; zbMATH DE number 7472879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index |
scientific article; zbMATH DE number 7472879 |
Statements
Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index (English)
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11 February 2022
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bipower variation
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continuous semi-martingale
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integrated variance
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jumps
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convergence
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