Inference of jumps using wavelet variance

Heng Chen, Mototsugu Shintani

Year of publication:	November, 2021
Authors:	Chen, Heng ; Shintani, Mototsugu
Publisher:	[Tokyo] : Center for Advanced Research in Finance
Subject:	Induktive Statistik \| Statistical inference \| Volatilität \| Volatility \| Fourier-Analyse \| Fourier analysis \| Varianzanalyse \| Analysis of variance \| Theorie \| Theory

freely available

Full text |

More access options

econpapers.repec.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012813628

A service of the