PDF-Testing for jumps in a discretely observed process

Author : celsa-spraggs | Published Date : 2017-04-12

TESTINGFORJUMPSAndersenBollerslevandDieboldandHuangandTauchenstudynancialdatasetsusingmultipowervariationsinordertoassesstheproportionofquadraticvariationattributabletojumpsJiangandOomenconstru

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