Testing for jumps in noisy high frequency data (Q527932)
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scientific article; zbMATH DE number 6714696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for jumps in noisy high frequency data |
scientific article; zbMATH DE number 6714696 |
Statements
Testing for jumps in noisy high frequency data (English)
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12 May 2017
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semimartingale
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testing for jumps
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high frequency data
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market microstructure noise
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pre-averaging
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0.9338896
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0.92046696
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0.88572395
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0.8834866
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0.8762957
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0.8755813
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0.86579376
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