Testing for jumps in the presence of market microstructure noise (Q2861332)
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scientific article; zbMATH DE number 6226010
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for jumps in the presence of market microstructure noise |
scientific article; zbMATH DE number 6226010 |
Statements
12 November 2013
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autocorrelation function
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jump diffusion process
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test for jumps
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Testing for jumps in the presence of market microstructure noise (English)
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0.8843841552734375
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0.879532516002655
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0.8739022612571716
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0.8640156388282776
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0.847385585308075
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