Estimating the degree of activity of jumps in high frequency data (Q834337)
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scientific article
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| English | Estimating the degree of activity of jumps in high frequency data |
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Estimating the degree of activity of jumps in high frequency data (English)
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19 August 2009
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jumps
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index of activity
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infinite activity
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discrete sampling
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high frequency
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0.92703944
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0.88218814
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0.8688986
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0.86345506
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0.85467833
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0.84522605
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0.8445455
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0.8434929
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0.8429991
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