Testing for jumps with robust spot volatility estimators (Q6490929)
From MaRDI portal
scientific article; zbMATH DE number 7836544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for jumps with robust spot volatility estimators |
scientific article; zbMATH DE number 7836544 |
Statements
Testing for jumps with robust spot volatility estimators (English)
0 references
23 April 2024
0 references
high-frequency data
0 references
jumps
0 references
market microstructure noise
0 references
robust estimation
0 references
spot volatility
0 references
two-scales estimator
0 references
0 references
0 references
0 references
0 references
0 references
