A Pure-Jump Transaction-Level Price Model Yielding Cointegration (Q3063005)
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scientific article; zbMATH DE number 5830384
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Pure-Jump Transaction-Level Price Model Yielding Cointegration |
scientific article; zbMATH DE number 5830384 |
Statements
A Pure-Jump Transaction-Level Price Model Yielding Cointegration (English)
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30 December 2010
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information share
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long-memory stochastic duration
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tick time
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0.84592223
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0.83727986
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0.83387005
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0.8333924
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0.8318075
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0.8267375
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0.82535166
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