Bootstrapping High-Frequency Jump Tests (Q5231507)
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scientific article; zbMATH DE number 7098390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping High-Frequency Jump Tests |
scientific article; zbMATH DE number 7098390 |
Statements
Bootstrapping High-Frequency Jump Tests (English)
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27 August 2019
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asymptotic refinements
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bias correction
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jump tests
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thresholding volatility bootstrap
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