The identification of price jumps (Q2882552)
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scientific article; zbMATH DE number 6031067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The identification of price jumps |
scientific article; zbMATH DE number 6031067 |
Statements
The identification of price jumps (English)
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7 May 2012
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price jumps
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price-jump indicators
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non-parametric testing
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Monte Carlo simulations
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financial econometrics
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0.82180154
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0.81414545
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0.79977316
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0.7843491
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0.78068477
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0.77853423
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