Testing for jumps in noisy high frequency data

A-Tier
Journal: Journal of Econometrics
Year: 2012
Volume: 168
Issue: 2
Pages: 207-222

Authors (3)

Aït-Sahalia, Yacine (Princeton University) Jacod, Jean (not in RePEc) Li, Jia (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper proposes a robustification of the test statistic of Aït-Sahalia and Jacod (2009b) for the presence of market microstructure noise in high frequency data, based on the pre-averaging method of Jacod et al. (2010). We show that the robustified statistic restores the test’s discriminating power between jumps and no jumps despite the presence of market microstructure noise in the data.

Technical Details

RePEc Handle
repec:eee:econom:v:168:y:2012:i:2:p:207-222
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-24