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Document type:
Zeitschriftenaufsatz 
Author(s):
Jacod, J., Klüppelberg, C., and Müller, G. 
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:
Pages contribution:
284-297 
Language:
en 
Publisher:
Elsevier 
Notes:
siehe: http://www.researchgate.net/profile/Gernot_Mueller/publications 
Status:
Postprint / reviewed 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text