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Testing for jumps when asset prices are observed with noise : a "swap variance" approach
Jiang, George J.; Oomen, Roel C.A. - In: Journal of econometrics 144 (2008) 2, pp. 352-370
Persistent link: https://www.econbiz.de/10003774646
Cover Image
Testing for jumps when asset prices are observed with noise–a “swap variance” approach
Jiang, George J.; Oomen, Roel C.A. - In: Journal of econometrics 144 (2008) 2, pp. 352-370
Persistent link: https://www.econbiz.de/10008073030
Cover Image
Testing for jumps when asset prices are observed with noise–a “swap variance” approach
Jiang, George J.; Oomen, Roel C.A. - In: Journal of econometrics 144 (2008) 2, pp. 352-371
Persistent link: https://www.econbiz.de/10008880009