On the jump activity index for semimartingales (Q738115): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jeconom.2011.09.036 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2011.09.036 / rank | |||
Normal rank | |||
Latest revision as of 02:37, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the jump activity index for semimartingales |
scientific article |
Statements
On the jump activity index for semimartingales (English)
0 references
15 August 2016
0 references
semimartingale
0 references
power variation
0 references
high frequency
0 references
jump activity index
0 references
stable convergence
0 references
0 references
0 references
