The null hypothesis of (common) jumps in case of irregular and asynchronous observations (Q5136958)
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scientific article; zbMATH DE number 7279460
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| English | The null hypothesis of (common) jumps in case of irregular and asynchronous observations |
scientific article; zbMATH DE number 7279460 |
Statements
The null hypothesis of (common) jumps in case of irregular and asynchronous observations (English)
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30 November 2020
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asynchronous observations
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common jumps
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high-frequency statistics
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Itô semimartingale
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stable convergence
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0.8813732266426086
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0.826224684715271
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0.8233020305633545
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0.8189581632614136
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0.8176668882369995
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