Detecting price jumps in the presence of market microstructure noise
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Publication:5228603
DOI10.1080/10485252.2019.1643019zbMath1423.62023OpenAlexW2964247287WikidataQ127455324 ScholiaQ127455324MaRDI QIDQ5228603
Publication date: 12 August 2019
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2019.1643019
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)
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Cites Work
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