Trading-flow assisted estimation of the jump activity index
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Publication:829093
DOI10.1007/s11425-018-9442-1zbMath1465.91121OpenAlexW3033059452MaRDI QIDQ829093
Guangying Liu, Shangyu Xie, Xin-Bing Kong
Publication date: 5 May 2021
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-018-9442-1
Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Interest rates, asset pricing, etc. (stochastic models) (91G30) Jump processes on general state spaces (60J76)
Cites Work
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