Econometrics of testing for jumps in financial economics using bipower variation
Ole E. Barndorff-Nielsen; Neil Shephard
| Year of publication: |
2006
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil G. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 4.2006, 1, p. 1-30
|
| Subject: | Optionspreistheorie | Option pricing theory | CAPM | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003313338