Testing for heteroscedasticity in jumpy and noisy high-frequency data : a resampling approach

Kim Christensen, Ulrich Hounyo and Mark Podolskij

Year of publication:	2016
Authors:	Christensen, Kim ; Hounyo, Ulrich ; Podolskij, Mark
Publisher:	Aarhus, Denmark : Department of Economics and Business Ecoomics, Aarhus University
Subject:	Schätztheorie \| Estimation theory \| Heteroskedastizität \| Heteroscedasticity \| Zeitreihenanalyse \| Time series analysis \| Statistischer Test \| Statistical test

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