Estimating jump activity using multipower variation
Aleksey Kolokolov
| Year of publication: |
2022
|
|---|---|
| Authors: | Kolokolov, Aleksey |
| Subject: | Bitcoin | High-frequency data | Jump activity | Jumps | Multipower variation | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1784745 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804092