Financial Econometrics and Big Data : A Survey of Volatility Estimators and Tests for the Presence of Jumps and Co-Jumps
Year of publication: |
2018
|
---|---|
Authors: | Mukherjee, Arpita |
Other Persons: | Peng, Weijia (contributor) ; Swanson, Norman R. (contributor) ; Yang, Xiye (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Big Data | Big data |
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