Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240)
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scientific article; zbMATH DE number 7390941
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| English | Testing for jumps based on high-frequency data: a method exploiting microstructure noise |
scientific article; zbMATH DE number 7390941 |
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Testing for jumps based on high-frequency data: a method exploiting microstructure noise (English)
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3 September 2021
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testing for jumps
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price jumps
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high-frequency data
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microstructure noise
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Edgeworth expansion
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0.909704089164734
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0.8931817412376404
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0.879532516002655
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0.8766065239906311
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0.8754255771636963
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