Testing for co-jumps in high-frequency financial data : an approach based on first-high-low-last prices
Yin Liao and Heather M. Anderson
| Year of publication: |
2012
|
|---|---|
| Authors: | Liao, Yin ; Anderson, Heather M. |
| Publisher: |
London : CEA, Cass Business School |
| Subject: | Varianzanalyse | Analysis of variance | Statistischer Test | Statistical test | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | Online-Ressource (PDF-Datei: 41 S.) graph. Darst. |
|---|---|
| Series: | CEA_372Cass working paper series. - [London] : [Centre for Economic Analysis, CEA_372Cass], ZDB-ID 2466063-2. - Vol. 2012,05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009578146