Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
Research Student
The Management School Lancaster University Bailrigg Lancaster LA1 4YX
LA1 4YX
United Kingdom
E-mail: Show email
Dr. Marwan Izzeldin
Comparing Estimators of the Components of the Quadratic Variation in High Frequency Data
- Test for High Frequency Jumps
- Stylist Facts of Jumps
