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Testing for jumps in noisy high frequency data

✍ Scribed by Yacine Aït-Sahalia; Jean Jacod; Jia Li

Book ID: 113700411
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 936 KB
Volume: 168
Category: Article
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2011.12.004

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