The effect of infrequent trading on detecting price jumps (Q1633220)
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scientific article; zbMATH DE number 6995846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of infrequent trading on detecting price jumps |
scientific article; zbMATH DE number 6995846 |
Statements
The effect of infrequent trading on detecting price jumps (English)
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19 December 2018
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realized variance
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bipower variation
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zero-returns
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infrequent trading
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high frequency data
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electricity forward contract
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