Activity signature functions for high-frequency data analysis (Q2630154)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Activity signature functions for high-frequency data analysis |
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Activity signature functions for high-frequency data analysis (English)
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25 July 2016
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activity index
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Blumenthal-Getoor index
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jumps
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Lévy process
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realized power variation
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