Modeling high-frequency financial data by pure jump processes (Q447825)
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scientific article; zbMATH DE number 6073774
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| English | Modeling high-frequency financial data by pure jump processes |
scientific article; zbMATH DE number 6073774 |
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Modeling high-frequency financial data by pure jump processes (English)
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29 August 2012
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diffusion
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pure jump process
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semi-martingales
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high-frequency data
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hypothesis testing
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0.9014069437980652
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0.8944295644760132
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0.8005217909812927
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0.7980590462684631
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0.7951071858406067
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