Testing for simultaneous jumps in case of asynchronous observations (Q1750093)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for simultaneous jumps in case of asynchronous observations |
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Testing for simultaneous jumps in case of asynchronous observations (English)
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18 May 2018
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asynchronous observations
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common jumps
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high-frequency statistics
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Itô semimartingale
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stable convergence
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bivariate Itô semimartingale
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central limit theorem
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