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  1. Maneesoonthorn, Worapree [Author]; Martin, Gael M. [Author]; Forbes, Catherine Scipione [Author]

    High-frequency jump tests : which test should we use? - [(Revised working paper 17/18)]

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    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2020

    Published in: Monash University: Working paper ; 2020,3

  2. Maneesoonthorn, Worapree [Author]; Martin, Gael M. [Author]; Forbes, Catherine Scipione [Author]

    Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference

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    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2018

    Published in: Monash University: Working paper ; 2018,17

  3. Maneesoonthorn, Worapree [Author]; Martin, Gael M. [Author]; Forbes, Catherine Scipione [Author]

    Dynamic asset price jumps and the performance of high frequency tests and measures

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    Victoria: Monash University, Department of Econometrics and Business Statistics, October 2017

    Published in: Monash University: Working paper ; 2017,14