scientific article; zbMATH DE number 6453480
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zbMath1324.91077MaRDI QIDQ5260059
Zhen-Ming Fang, Hua Guo, Chun-Feng Wang
Publication date: 29 June 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
instantaneous volatilityasymmetric ACD modelimpulsive trademicro-trade informationparametric bootstraps
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Bootstrap, jackknife and other resampling methods (62F40) Economics of information (91B44)