Estimating the positive and negative jumps of asset returns via Kalman filtering. The case of Nasdaq index (Q1694509)
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scientific article; zbMATH DE number 6833612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the positive and negative jumps of asset returns via Kalman filtering. The case of Nasdaq index |
scientific article; zbMATH DE number 6833612 |
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Estimating the positive and negative jumps of asset returns via Kalman filtering. The case of Nasdaq index (English)
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2 February 2018
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positive-negative return jumps
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Kalman filter
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pdf truncation
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