Trading-flow assisted estimation of the jump activity index
type: Item
instance of: scholarly article
title: Trading-flow assisted estimation of the jump activity index
zbMATH Open document ID: 1465.91121
author: Guangying Liu
author: Shangyu Xie
author: Xin-Bing Kong
published in: Science China. Mathematics
publication date: 2021-05-05T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J76
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 7344466
zbMATH Keywords: jump activity index
zbMATH Keywords: pure-jump Itô semimartingale
zbMATH Keywords: trading volume
zbMATH Keywords: power variation
MaRDI profile type: Publication
full work available at URL: s11425-018-9442-1
OpenAlex ID: W3033059452
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DOI: 10.1007/S11425-018-9442-1
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description: scientific article; zbMATH DE number 7344466