Testing for jumps when asset prices are observed with noise–a “swap variance” approach
Year of publication: |
2008
|
---|---|
Authors: | Jiang, George J. ; Oomen, Roel C.A. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 144.2008, 2, p. 352-370
|
Saved in:
Saved in favorites
Similar items by person
-
Testing for jumps when asset prices are observed with noise : a "swap variance" approach
Jiang, George J., (2008)
-
Testing for jumps when asset prices are observed with noise–a “swap variance” approach
Jiang, George J., (2008)
-
Testing for jumps when asset prices are observed with noise-a "swap variance" approach
Jiang, George J., (2008)
- More ...