jonathancornelissen/highfrequency

idiosyncratic jump

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We will look into it - btw., you are also very welcome to contribute code to this repository!

Why do you think it would be a good fit for the highfrequency package? The paper you cite is about daily data + option prices. Could you elaborate on the connection to intraday jump tests?

I agree with you that it is not good to test jump stuff with daily data.

Check this paper instead:

https://www.sciencedirect.com/science/article/abs/pii/S0304407620300129