Testing for pure-jump processes for high-frequency data (Q2343966)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for pure-jump processes for high-frequency data |
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Testing for pure-jump processes for high-frequency data (English)
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11 May 2015
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Itō semimartingale
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pure-jump process
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integrated volatility
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realized characteristic function
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