Heteroscedasticity test of high-frequency data with jumps and market microstructure noise (Q6580713)
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scientific article; zbMATH DE number 7888927
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| English | Heteroscedasticity test of high-frequency data with jumps and market microstructure noise |
scientific article; zbMATH DE number 7888927 |
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Heteroscedasticity test of high-frequency data with jumps and market microstructure noise (English)
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29 July 2024
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heteroscedasticity
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high-frequency data
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jumps
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market microstructure noise
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nonparametric test
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