Jumps in equilibrium prices and market microstructure noise (Q527958)

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scientific article
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Jumps in equilibrium prices and market microstructure noise
scientific article

    Statements

    title
    Jumps in equilibrium prices and market microstructure noise (English)
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    author
    Suzanne S. Lee
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    Per Aslak Mykland
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    publication date
    12 May 2017
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    zbMATH Keywords
    jumps
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    noise
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    nonparametric tests
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    high frequency data
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    Identifiers

    zbMATH DE Number
    6714708
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    OpenAlex ID
    W3121180878
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