Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data (Q3095175): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data |
scientific article |
Statements
Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data (English)
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28 October 2011
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microstructure noise
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symmetric stable Lévy process
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