Testing for co-jumps in high-frequency financial data : an approach based on first-high-low-last prices
Year of publication: |
2011
|
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Authors: | Liao, Yin ; Anderson, Heather M. |
Publisher: |
Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ. |
Subject: | Varianzanalyse | Analysis of variance | Statistischer Test | Statistical test | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
Extent: | Online-Ressource (52 S.) graph. Darst. |
---|---|
Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 11,09 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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