Pages that link to "Item:Q1680187"
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The following pages link to Testing for mutually exciting jumps and financial flights in high frequency data (Q1680187):
Displaying 9 items.
- Testing for jumps in noisy high frequency data (Q527932) (← links)
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Testing for self-excitation in jumps (Q1706487) (← links)
- Testing for jumps and jump intensity path dependence (Q1753059) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- Modeling financial intraday jump tail contagion with high frequency data using mutually exciting Hawkes process (Q2188020) (← links)
- Characterizing financial crises using high-frequency data (Q5079366) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
- Systematic jump risk (Q6620071) (← links)