Testing for simultaneous jumps in case of asynchronous observations (Q1750093)
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scientific article; zbMATH DE number 6869884
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| default for all languages | No label defined |
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| English | Testing for simultaneous jumps in case of asynchronous observations |
scientific article; zbMATH DE number 6869884 |
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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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0.8813732266426086
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0.8347304463386536
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0.8250632286071777
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0.8243756294250488
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0.8169348239898682
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