The estimation for Lévy processes in high frequency data (Q5860893)
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scientific article; zbMATH DE number 7484400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The estimation for Lévy processes in high frequency data |
scientific article; zbMATH DE number 7484400 |
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The estimation for Lévy processes in high frequency data (English)
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4 March 2022
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financial data
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high frequency
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jump
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Lévy measure
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Lévy process
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