Modeling high-frequency financial data by pure jump processes (Q447825)
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scientific article; zbMATH DE number 6073774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling high-frequency financial data by pure jump processes |
scientific article; zbMATH DE number 6073774 |
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Modeling high-frequency financial data by pure jump processes (English)
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29 August 2012
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diffusion
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pure jump process
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semi-martingales
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high-frequency data
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hypothesis testing
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