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Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing
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| Zeitschriftentitel: | Journal of Financial Econometrics |
|---|---|
| Personen und Körperschaften: | , , |
| In: | Journal of Financial Econometrics, 10, 2012, 2, S. 354-389 |
| Format: | E-Article |
| Sprache: | Englisch |
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Oxford University Press (OUP)
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Bos, C. S. Janus, P. Koopman, S. J. Bos, C. S. Janus, P. Koopman, S. J. |
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Bos, C. S. Janus, P. Koopman, S. J. 1479-8409 1479-8417 Oxford University Press (OUP) Economics and Econometrics Finance http://dx.doi.org/10.1093/jjfinec/nbr013 Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing Journal of Financial Econometrics |
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Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
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Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
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Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
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Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
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Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
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Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
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spot variance path estimation and its application to high-frequency jump testing |
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Economics and Econometrics Finance |
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| spelling | Bos, C. S. Janus, P. Koopman, S. J. 1479-8409 1479-8417 Oxford University Press (OUP) Economics and Econometrics Finance http://dx.doi.org/10.1093/jjfinec/nbr013 Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing Journal of Financial Econometrics |
| spellingShingle | Bos, C. S., Janus, P., Koopman, S. J., Journal of Financial Econometrics, Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing, Economics and Econometrics, Finance |
| title | Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
| title_full | Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
| title_fullStr | Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
| title_full_unstemmed | Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
| title_short | Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
| title_sort | spot variance path estimation and its application to high-frequency jump testing |
| title_unstemmed | Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing |
| topic | Economics and Econometrics, Finance |
| url | http://dx.doi.org/10.1093/jjfinec/nbr013 |