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Bootstrapping high-frequency jump tests
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[ + ]
Release date
May 9, 2016
Reference number
2016s-24
Author(s)
Prosper Dovonon
,
Silvia Gonçalves
, Ulrich Hounyo and
Nour Meddahi
Publication type
Working Papers
Keywords
jumps, bootstrap, block multipower variation
Référence bibliographique
Dovonon, P., Gonçalves, S., Hounyo, U., & Meddahi, N. (2016).
Bootstrapping high-frequency jump tests
(2016s-24, Working Papers, CIRANO.)
https://enavantmath.org/en/summaries/2016s-24
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