The effect of infrequent trading on detecting price jumps (Q1633220)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of infrequent trading on detecting price jumps |
scientific article |
Statements
The effect of infrequent trading on detecting price jumps (English)
0 references
19 December 2018
0 references
realized variance
0 references
bipower variation
0 references
zero-returns
0 references
infrequent trading
0 references
high frequency data
0 references
electricity forward contract
0 references
0 references
0 references
