v1v2 (latest)

Global jump filters and realized volatility

10 February 2021

Papers citing "Global jump filters and realized volatility"

1 / 1 papers shown

Title
$Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent$ Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent M. Bibinger Michael Sonntag 61 0 0 02 May 2023