Testing the volatility jumps based on the high frequency data (Q6134625)
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scientific article; zbMATH DE number 7730961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the volatility jumps based on the high frequency data |
scientific article; zbMATH DE number 7730961 |
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Testing the volatility jumps based on the high frequency data (English)
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22 August 2023
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volatility jumps
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central limit theorem
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high frequency data
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semimartingale
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