Trading-flow assisted estimation of the jump activity index (Q829093)
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scientific article; zbMATH DE number 7344466
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Trading-flow assisted estimation of the jump activity index |
scientific article; zbMATH DE number 7344466 |
Statements
Trading-flow assisted estimation of the jump activity index (English)
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5 May 2021
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jump activity index
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pure-jump Itô semimartingale
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trading volume
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power variation
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0.8640739
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0.8262033
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0.8171699
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0.8166919
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0.81620866
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0.8140631
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0.8097707
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0.80891204
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