Open AccessJumps in Financial Markets: A New Nonparametric Test and Jump Clustering
Author(s) -
Suzanne S. Lee,
Per A. Mykland
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.686372
Subject(s) - nonparametric statistics , jump , cluster analysis , test (biology) , financial market , economics , jump diffusion , econometrics , financial economics , business , mathematics , finance , statistics , physics , geology , quantum mechanics , paleontology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom