Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
O. Barndorff-Nielsen,N. Shephard
2005 · DOI: 10.1093/JJFINEC/NBI022
1,379 Citations
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
O. Barndorff-Nielsen,N. Shephard