Testing for non-correlation between price and volatility jumps (Q515135)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for non-correlation between price and volatility jumps |
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Testing for non-correlation between price and volatility jumps (English)
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10 March 2017
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common jumps
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discrete sampling
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high-frequency data
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Itô semimartingale
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statistical test
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stochastic volatility model
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