The effect of infrequent trading on detecting price jumps
| Year of publication: |
2011
|
|---|---|
| Authors: | Schulz, Frowin ; Mosler, Karl |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 95.2011, 1, p. 27-58
|
| Publisher: |
Springer |
| Subject: | Realized variance | Bipower variation | Zero-returns | Infrequent trading | High frequency data | Electricity forward contract |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008925213