New tests for jumps in semimartingale models (Q625314)
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scientific article; zbMATH DE number 5851808
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | New tests for jumps in semimartingale models |
scientific article; zbMATH DE number 5851808 |
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New tests for jumps in semimartingale models (English)
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15 February 2011
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central limit theorem
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high-frequency data
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microstructure noise
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semimartingale theory
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tests for jumps
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truncated power variation
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0.8902884721755981
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0.8439788818359375
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0.8347581028938293
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0.8330585360527039
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0.8266320824623108
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