Long memory behavior of returns after intraday financial jumps (Q1619836)
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scientific article; zbMATH DE number 6978373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory behavior of returns after intraday financial jumps |
scientific article; zbMATH DE number 6978373 |
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Long memory behavior of returns after intraday financial jumps (English)
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13 November 2018
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intraday financial jump
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financial return
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power-law distribution
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realized volatility
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bi-power variation
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long memory behavior
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