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subject:"India"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~person:"Cang, Yuquan"
~subject:"Correlation"
~subject:"Nonparametric statistics"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
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