Is Brownian motion necessary to model high-frequency data? (Q605940)
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| Language | Label | Description | Also known as |
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| English | Is Brownian motion necessary to model high-frequency data? |
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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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