Media type: E-Book Title: High-frequency jump tests : which test should we use? Work titles: Dynamic price jumps Contributor: Maneesoonthorn, Worapree [VerfasserIn]; Martin, Gael M. [VerfasserIn]; Forbes, Catherine Scipione [VerfasserIn] imprint: [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2020 Published in: Monash University: Working paper ; 2020,3 Issue: (Revised working paper 17/18) Extent: 1 Online-Ressource (circa 18 Seiten) Language: English Keywords: Price jump tests ; Nonparametric jump measures ; Bivariate jump diffusion model ; Volatility jumps ; Microstructure noise ; Sampling frequency ; Graue Literatur Origination: Footnote: Access State: Open Access