Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498): Difference between revisions
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Revision as of 07:05, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump activity estimation for pure-jump semimartingales via self-normalized statistics |
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Jump activity estimation for pure-jump semimartingales via self-normalized statistics (English)
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5 August 2015
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central limit theorem
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high-frequency data
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Itô semimartingale
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jumps
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jump activity index
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stochastic volatility
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power variation
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