Identifying jumps in financial assets : a comparison between nonparametric jump tests
Year of publication: |
2012
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Authors: | Dumitru, Ana-Maria ; Urga, Giovanni |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 2, p. 242-255
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Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Volatilität | Volatility | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income |
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