Testing for jumps based on high-frequency data: a method exploiting microstructure noise
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Publication:4957240
DOI10.1080/14697688.2020.1772497zbMath1471.91546OpenAlexW3082944469MaRDI QIDQ4957240
Yuquan Cang, Jing Xiang, Guangying Liu
Publication date: 3 September 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2020.1772497
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