Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Jump activity estimation for pure-jump semimartingales via self-normalized statistics
scientific article

    Statements

    Jump activity estimation for pure-jump semimartingales via self-normalized statistics (English)
    0 references
    0 references
    5 August 2015
    0 references
    central limit theorem
    0 references
    high-frequency data
    0 references
    Itô semimartingale
    0 references
    jumps
    0 references
    jump activity index
    0 references
    stochastic volatility
    0 references
    power variation
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references