Testing and estimating jumps and volatility in high frequency data
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10071403" target="_blank" >RIV/00216208:11320/10:10071403 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Testing and estimating jumps and volatility in high frequency data
Original language description
We describe a methodology to distinguish between the continuous Brownian part and the jump component in modelling of assets in finance.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
WDS2010 - Proceedings of Contributed Papers, Part I
ISBN
978-80-7378-139-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
Matfyzpress
Place of publication
Praha
Event location
Praha
Event date
Jun 1, 2010
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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