Pages that link to "Item:Q2224890"
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The following pages link to High-frequency jump tests: which test should we use? (Q2224890):
Displaying 4 items.
- Editorial. Special issue of the Journal of Econometrics on ``Econometric estimation and testing: essays in honour of Maxwell King'' (Q2224878) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- Jumps or Staleness? (Q6626220) (← links)
