Financial Market Volatility and Jumps

Financial Market Volatility and Jumps
Author :
Publisher :
Total Pages : 185
Release :
ISBN-10 : 1109936214
ISBN-13 : 9781109936216
Rating : 4/5 (216 Downloads)

Book Synopsis Financial Market Volatility and Jumps by : Xin Huang

Download or read book Financial Market Volatility and Jumps written by Xin Huang and published by . This book was released on 2007 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: JEL classification. C1, C2, C5, C51, C52, F3, F4, G1, G14.


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This paper extends the jump detection method based on bi-power variation to identify realized jumps on financial markets and to estimate parametrically the jump