An analysis of the reason of jumps in Shanghai composite index: based on the viewpoints of high frequency data (Q3194352)
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scientific article; zbMATH DE number 6501107
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| English | An analysis of the reason of jumps in Shanghai composite index: based on the viewpoints of high frequency data |
scientific article; zbMATH DE number 6501107 |
Statements
28 October 2015
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high-frequency data
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intraday jump
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jump intensity
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Shanghai composite index
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0.7887659072875977
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0.7758015990257263
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0.7581559419631958
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0.7519220113754272
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0.7502008676528931
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