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Annals of Statistics

Volumn 37, Issue 5 A, 2009, Pages 2202-2244

Estimating the degree of activity of jumps in high frequency data

(2) Aït Sahalia, Yacine a Jacod, Jean b

a PRINCETON UNIVERSITY (United States)

b INSTITUT DE MATHÉMATIQUES DE JUSSIEU (France)

Author keywords

Discrete sampling; High frequency; Index of activity; Infinite activity; Jumps

Indexed keywords

EID: 69049110997 PISSN: 00905364 EISSN: None Source Type: Journal
DOI: 10.1214/08-AOS640 Document Type: Article

Times cited : (213)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.