Testing the volatility jumps based on the high frequency data
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Publication:6134625
DOI10.1111/jtsa.12634OpenAlexW3214290185MaRDI QIDQ6134625
Jin-Guan Lin, Guangying Liu, Unnamed Author
Publication date: 22 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12634
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes (62Mxx)
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