On the existence of jumps in financial time series

DOI10.5506/APHYSPOLB.43.2001MaRDI QIDQ5359844zbMATH OpenFDO

Authors MacIej Kostrzewski

Publication date 27 September 2017

Published in Acta Physica Polonica B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5506/APHYSPOLB.43.2001

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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