Estimating the jump activity index under noisy observations using high-frequency data (Q3095175)
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scientific article; zbMATH DE number 5965216
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| English | Estimating the jump activity index under noisy observations using high-frequency data |
scientific article; zbMATH DE number 5965216 |
Statements
Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data (English)
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28 October 2011
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microstructure noise
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symmetric stable Lévy process
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0.8287661671638489
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0.8038361072540283
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0.8037769794464111
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0.7967535257339478
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0.7931665778160095
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