Testing the volatility jumps based on the high frequency data
| Year of publication: |
2021
|
|---|---|
| Authors: | Liu, Guangying ; Liu, Meiyao ; Lin, Jinguan |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 43.2021, 5 (20.12.), p. 669-694
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12634 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012810372