Testing for jumps in noisy high frequency data
| Year of publication: |
2012
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Jacod, Jean ; Li, Jia |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 168.2012, 2, p. 207-223
|