Identifying Jumps in Financial Assets : A Comparison between Nonparametric Jump Tests [Extended Version]
Year of publication: |
2011
|
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Authors: | Dumitru, Ana-Maria H. |
Other Persons: | Urga, Giovanni (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (44 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Business and Economic Statistics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 14, 2011 erstellt |
Classification: | C01 - Econometrics ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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