Testing for Jump Spillovers Without Testing for Jumps (Q5120659)
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scientific article; zbMATH DE number 7247695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Jump Spillovers Without Testing for Jumps |
scientific article; zbMATH DE number 7247695 |
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Testing for Jump Spillovers Without Testing for Jumps (English)
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15 September 2020
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conditional independence
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jump intensity
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kernel smoothing
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quadratic variation
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realized measure
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