New tests for jumps in semimartingale models
| Year of publication: |
2010
|
|---|---|
| Authors: | Podolskij, M. ; Ziggel, D. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 1, p. 15-41
|
| Publisher: |
Springer |
| Subject: | Central limit theorem | High-frequency data | Microstructure noise | Semimartingale theory | Tests for jumps | Truncated power variation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533937