Is Brownian motion necessary to model high-frequency data? (Q605940)
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scientific article
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| English | Is Brownian motion necessary to model high-frequency data? |
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Statements
Is Brownian motion necessary to model high-frequency data? (English)
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15 November 2010
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semimartingale
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Brownian motion
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jumps
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finite activity
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infinite activity
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discrete sampling
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high frequency
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0.7951071858406067
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0.772955060005188
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0.7695143818855286
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0.7685577273368835
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0.7568761706352234
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