Jumps in Financial Markets: A New Nonparametric Test and Jump Clustering
نویسندگان
چکیده
منابع مشابه
Jumps in Real-time Financial Markets: A New Nonparametric Test and Jump Dynamics
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2005
ISSN: 1556-5068
DOI: 10.2139/ssrn.686372