On the jump activity index for semimartingales (Q738115)
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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)
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15 August 2016
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semimartingale
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power variation
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high frequency
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jump activity index
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stable convergence
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