Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530)
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scientific article; zbMATH DE number 7119463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility Estimation and Jump Testing via Realized Information Variation |
scientific article; zbMATH DE number 7119463 |
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Volatility Estimation and Jump Testing via Realized Information Variation (English)
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18 October 2019
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volatility
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jumps
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realized information variation
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realized information power variation
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high-frequency OHLC data
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