Global jump filters and quasi-likelihood analysis for volatility
Crossref DOI link: https://doi.org/10.1007/s10463-020-00768-x
Published Online: 2021-01-16
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Inatsugu, Haruhiko
Yoshida, Nakahiro
Text and Data Mining valid from 2021-01-16
Version of Record valid from 2021-01-16
Article History
Received: 1 July 2018
Revised: 21 June 2020
Accepted: 21 June 2020
First Online: 16 January 2021