Power Variations and Testing for Co‐Jumps: The Small Noise Approach (Q4685440)
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scientific article; zbMATH DE number 6948951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Variations and Testing for Co‐Jumps: The Small Noise Approach |
scientific article; zbMATH DE number 6948951 |
Statements
Power Variations and Testing for Co‐Jumps: The Small Noise Approach (English)
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8 October 2018
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bipower variation
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co-jump test
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high-frequency financial data
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market microstructure noise
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small noise asymptotics
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realized volatility
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semimartingale
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