Testing for jumps in the presence of market microstructure noise (Q2861332)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for jumps in the presence of market microstructure noise |
scientific article; zbMATH DE number 6226010
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for jumps in the presence of market microstructure noise |
scientific article; zbMATH DE number 6226010 |
Statements
12 November 2013
0 references
autocorrelation function
0 references
jump diffusion process
0 references
test for jumps
0 references
Testing for jumps in the presence of market microstructure noise (English)
0 references
0.8843841552734375
0 references
0.879532516002655
0 references
0.8739022612571716
0 references
0.8640156388282776
0 references
0.847385585308075
0 references
