Testing for self-excitation in jumps (Q1706487)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for self-excitation in jumps |
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Testing for self-excitation in jumps (English)
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22 March 2018
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self-excitation
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jumps
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semimartingale
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spot jump intensity
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discrete sampling
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high frequency data
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financial crisis
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