0377193 - NHU-C 2013 RIV DE eng J - Journal Article
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
The identification of price jumps.
Monte Carlo Methods and Applications. Roč. 18, č. 1 (2012), s. 53-77. ISSN 0929-9629
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA ČR(CZ) GBP402/12/G097
Institutional support: PRVOUK-P23
Keywords : price jumps * non-parametric testing * financial econometrics
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0209422
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
The identification of price jumps.
Monte Carlo Methods and Applications. Roč. 18, č. 1 (2012), s. 53-77. ISSN 0929-9629
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA ČR(CZ) GBP402/12/G097
Institutional support: PRVOUK-P23
Keywords : price jumps * non-parametric testing * financial econometrics
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0209422