Trading-flow assisted estimation of the jump activity index (Q829093)
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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)
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5 May 2021
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jump activity index
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pure-jump Itô semimartingale
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trading volume
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power variation
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