Trading-flow assisted estimation of the jump activity index (Q829093)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trading-flow assisted estimation of the jump activity index |
scientific article |
Statements
Trading-flow assisted estimation of the jump activity index (English)
0 references
5 May 2021
0 references
jump activity index
0 references
pure-jump Itô semimartingale
0 references
trading volume
0 references
power variation
0 references
