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Bootstrapping High-Frequency Jump Tests - MaRDI portal

Bootstrapping High-Frequency Jump Tests (Q5231507)

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scientific article; zbMATH DE number 7098390
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Bootstrapping High-Frequency Jump Tests
scientific article; zbMATH DE number 7098390

    Statements

    title
    Bootstrapping High-Frequency Jump Tests (English)
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    author
    Prosper Dovonon
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    Sílvia Gonçalves
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    Ulrich Hounyo
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    Nour Meddahi
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    publication date
    27 August 2019
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    zbMATH Keywords
    asymptotic refinements
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    bias correction
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    jump tests
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    thresholding volatility bootstrap
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    cites work
    Q5495335
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    Jump Regressions
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    Identifiers

    zbMATH DE Number
    7098390
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    OpenAlex ID
    W2181632490
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    Wikidata QID
    Q130028816
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