Mixed-scale jump regressions with bootstrap inference (Q1676389)
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scientific article; zbMATH DE number 6803391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed-scale jump regressions with bootstrap inference |
scientific article; zbMATH DE number 6803391 |
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Mixed-scale jump regressions with bootstrap inference (English)
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7 November 2017
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bootstrap
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high-frequency data
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jumps
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regression
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semimartingale
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specification test
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stochastic volatility
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