Integer-valued Lévy processes and low latency financial econometrics (Q2873033)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6247138
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Integer-valued Lévy processes and low latency financial econometrics |
scientific article; zbMATH DE number 6247138 |
Statements
Integer-valued Lévy processes and low latency financial econometrics (English)
0 references
17 January 2014
0 references
futures markets
0 references
high-frequency econometrics
0 references
low latency data
0 references
negative binomial
0 references
Skellam distribution
0 references
tempered stable
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7356407046318054
0 references
0.7331259250640869
0 references
0.7288877367973328
0 references
0.7213594317436218
0 references
