Estimating the degree of activity of jumps in high frequency data
نویسندگان
چکیده
منابع مشابه
Estimating the Degree of Activity of Jumps in High Frequency Financial Data
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/08-aos640