On the jump activity index for semimartingales
type: Item
instance of: scholarly article
title: On the jump activity index for semimartingales
zbMATH Open document ID: 1441.62754
author: Bing-Yi Jing
author: Xin-Bing Kong
author: Zhi Liu
author: Per Aslak Mykland
published in: Journal of Econometrics
publication date: 2016-08-15T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6617025
zbMATH Keywords: semimartingale
zbMATH Keywords: power variation
zbMATH Keywords: high frequency
zbMATH Keywords: jump activity index
zbMATH Keywords: stable convergence
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.09.036
OpenAlex ID: W2052274123
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DOI: 10.1016/J.JECONOM.2011.09.036
description: scientific article; zbMATH DE number 6617025