Pages that link to "Item:Q4957240"
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The following pages link to Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240):
Displaying 5 items.
- Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532) (← links)
- Testing for jumps in noisy high frequency data (Q527932) (← links)
- Estimating the degree of activity of jumps in high frequency data (Q834337) (← links)
- Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)