A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
| Year of publication: |
2010
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|---|---|
| Authors: | Klößner, Stefan |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 1, p. 1-12
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| Publisher: |
Springer |
| Subject: | Intraday returns | (Time-changed) Lévy processes | Intraday up- and downside volatility | Permutation tests |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008491567