Econometrics of testing for jumps in financial economics using bipower variation

Ole E. Barndorff-Nielsen and Neil Shephard

Year of publication:	Nov. 2003 ; [Elektronische Resource]
Other Persons:	Barndorff-Nielsen, Ole E. (contributor) ; Shephard, Neil G. (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Optionspreistheorie \| Option pricing theory \| CAPM \| Schätztheorie \| Estimation theory

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