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Document type:
Zeitschriftenaufsatz
Title:
Testing for non-correlation between price and volatility jumps
Keywords:
Common jumps Discrete sampling High-frequency data Itô semimartingale Statistical test Stochastic volatility model
Journal title:
Journal of Econometrics
Year:
2017
Journal volume:
197
Year / month:
2017-04
Quarter:
2. Quartal
Month:
Apr
Journal issue:
2
Pages contribution:
284-297
Language:
en
Fulltext / DOI:
Publisher:
Elsevier
Notes:
siehe: http://www.researchgate.net/profile/Gernot_Mueller/publications
Status:
Postprint / reviewed
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
BibTeX