Testing for self-excitation in jumps (Q1706487)
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scientific article; zbMATH DE number 6852113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for self-excitation in jumps |
scientific article; zbMATH DE number 6852113 |
Statements
Testing for self-excitation in jumps (English)
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22 March 2018
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self-excitation
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jumps
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semimartingale
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spot jump intensity
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discrete sampling
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high frequency data
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financial crisis
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0.893578827381134
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0.833178699016571
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0.8330585360527039
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0.8254979848861694
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0.8080832958221436
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