Testing for jumps with robust spot volatility estimators (Q6490929)
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scientific article; zbMATH DE number 7836544
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| English | Testing for jumps with robust spot volatility estimators |
scientific article; zbMATH DE number 7836544 |
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Testing for jumps with robust spot volatility estimators (English)
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23 April 2024
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high-frequency data
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jumps
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market microstructure noise
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robust estimation
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spot volatility
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two-scales estimator
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