Testing jumps for individual stock - Dissertation Example

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Summary

Literature review 1. BNS 2004 – 2006 a) Theoretical background In order not to require a fully observed state variable as is realized in Ait-Sahalia's approach in 2001, evidence is provided by Barndorff-Nielsen and Shephard (2004a, 2006) of the presence of jumps in higher frequency financial time series…
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Testing jumps for individual stock essay example
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