The effect of infrequent trading on detecting price jumps
type: Item
instance of: scholarly article
title: The effect of infrequent trading on detecting price jumps
zbMATH Open document ID: 1443.62371
author: Frowin C. Schulz
author: Karl Mosler
published in: AStA. Advances in Statistical Analysis
publication date: 2018-12-19T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6995846
zbMATH Keywords: realized variance
zbMATH Keywords: bipower variation
zbMATH Keywords: zero-returns
zbMATH Keywords: infrequent trading
zbMATH Keywords: high frequency data
zbMATH Keywords: electricity forward contract
MaRDI profile type: Publication
full work available at URL: s10182-010-0137-y
OpenAlex ID: W2063276310
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DOI: 10.1007/S10182-010-0137-Y
description: scientific article; zbMATH DE number 6995846