Realized multi-power variation process for jump detection in the Nigerian all share index (Q5029310)
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scientific article; zbMATH DE number 7472879
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| English | Realized multi-power variation process for jump detection in the Nigerian all share index |
scientific article; zbMATH DE number 7472879 |
Statements
Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index (English)
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11 February 2022
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bipower variation
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continuous semi-martingale
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integrated variance
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jumps
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convergence
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0.7807849645614624
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0.7749808430671692
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0.7711066007614136
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0.7624722123146057
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