Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence interval of the jump activity index based on empirical likelihood using high frequency data |
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Confidence interval of the jump activity index based on empirical likelihood using high frequency data (English)
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16 July 2012
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Lévy measure
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pure jump process
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