Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"fixed time span"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
fixed time span
2
high-frequency data
2
jump intensity
2
jump test
2
long time span
2
sequential testing bias
2
Estimation
1
Estimation theory
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Schätztheorie
1
Schätzung
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article
1
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Cheng, Mingmian
2
Swanson, Norman R.
2
Published in...
All
Econometrics
1
Econometrics : open access journal
1
Source
All
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fixed and long time span jump tests: New Monte Carlo and empirical evidence
Cheng, Mingmian
;
Swanson, Norman R.
- In:
Econometrics
7
(
2019
)
1
,
pp. 1-32
Numerous tests designed to detect realized jumps over a
fixed
time
span
have been proposed and extensively studied in …
Persistent link: https://www.econbiz.de/10012696228
Saved in:
2
Fixed and long time span jump tests : new Monte Carlo and empirical evidence
Cheng, Mingmian
;
Swanson, Norman R.
- In:
Econometrics : open access journal
7
(
2019
)
1/13
,
pp. 1-32
Numerous tests designed to detect realized jumps over a
fixed
time
span
have been proposed and extensively studied in …
Persistent link: https://www.econbiz.de/10012025640
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
