Testing for jumps and jump intensity path dependence
type: Item
instance of: scholarly article
title: Testing for jumps and jump intensity path dependence
zbMATH Open document ID: 1452.62756
author: Valentina Corradi
author: Norman R. Swanson
author: Mervyn J. Silvapulle
published in: Journal of Econometrics
publication date: 2018-05-25T00:00:00Z
full work available at URL: Testing for Jumps and Jump Intensity Path Dependence.pdf
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6873125
zbMATH Keywords: diffusion model
zbMATH Keywords: jump intensity
zbMATH Keywords: jump size density
zbMATH Keywords: tricity
MaRDI profile type: Publication
OpenAlex ID: W2735800220
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DOI: 10.1016/J.JECONOM.2018.02.004
description: scientific article; zbMATH DE number 6873125