Testing for self-excitation in jumps (Q1706487)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for self-excitation in jumps |
scientific article; zbMATH DE number 6852113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for self-excitation in jumps |
scientific article; zbMATH DE number 6852113 |
Statements
Testing for self-excitation in jumps (English)
0 references
22 March 2018
0 references
self-excitation
0 references
jumps
0 references
semimartingale
0 references
spot jump intensity
0 references
discrete sampling
0 references
high frequency data
0 references
financial crisis
0 references
0 references
0 references
0 references
