A bootstrap test for jumps in financial economics
Eunju Hwang; Dong Wan Shin
| Year of publication: |
2014
|
|---|---|
| Authors: | Hwang, Eunju ; Shin, Dong-wan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 1, p. 74-78
|
| Subject: | i.i.d. bootstrap | Jump diffusion process | Ratio test | Realized variation | Realized bipower variation | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process | CAPM | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010504752