Pages that link to "Item:Q2861332"
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The following pages link to Testing for jumps in the presence of market microstructure noise (Q2861332):
Displaying 9 items.
- Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) (← links)
- Testing for jumps in noisy high frequency data (Q527932) (← links)
- Jumps in equilibrium prices and market microstructure noise (Q527958) (← links)
- High-frequency returns, jumps and the mixture of normals hypothesis (Q737271) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Effects of jumps and small noise in high-frequency financial econometrics (Q1627808) (← links)
- The effect of infrequent trading on detecting price jumps (Q1633220) (← links)
- Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)
- (Q6114224) (← links)