A consistent and robust test for autocorrelated jump occurrences
Simon Kwok
| Year of publication: |
2024
|
|---|---|
| Authors: | Kwok, Simon Sai Man |
| Subject: | autocorrelation | financial contagion | nonparametric test | self-excited jumps | self-inhibitory jumps | Autokorrelation | Autocorrelation | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Volatilität | Volatility | Robustes Verfahren | Robust statistics |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526309