High-frequency jump tests: which test should we use? (Q2224890)
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scientific article; zbMATH DE number 7306113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | High-frequency jump tests: which test should we use? |
scientific article; zbMATH DE number 7306113 |
Statements
High-frequency jump tests: which test should we use? (English)
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4 February 2021
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price jump tests
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nonparametric jump measures
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bivariate jump diffusion model
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volatility jumps
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microstructure noise
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sampling frequency
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0.8483936190605164
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0.819826602935791
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0.8169140815734863
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0.8113785982131958
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0.8100149631500244
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