Generalized jump regressions for local moments
Tim Bollerslev, Jia Li, and Leonardo Salim Saker Chaves
| Year of publication: |
2021
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|---|---|
| Authors: | Bollerslev, Tim ; Li, Jia ; Chaves, Leonardo Salim Saker |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 4, p. 1015-1025
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| Subject: | High-frequency data | Jumps | News announcements | Robust regression | Volatility | Volume | Volatilität | Regressionsanalyse | Regression analysis | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1753526 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653221