Trading-flow assisted estimation of the jump activity index (Q829093)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Trading-flow assisted estimation of the jump activity index |
scientific article; zbMATH DE number 7344466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trading-flow assisted estimation of the jump activity index |
scientific article; zbMATH DE number 7344466 |
Statements
Trading-flow assisted estimation of the jump activity index (English)
0 references
5 May 2021
0 references
jump activity index
0 references
pure-jump Itô semimartingale
0 references
trading volume
0 references
power variation
0 references
0 references
0 references
0.8640739
0 references
0.8262033
0 references
0.8171699
0 references
0.8166919
0 references
0.81620866
0 references
0.8140631
0 references
0.8097707
0 references
0.80891204
0 references
