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LIU ZHI [2]
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Testing for pure-jump processes for high frequency data
Journal article
Kong, X.B., Liu, Z., Jing, B.Y.. Testing for pure-jump processes for high frequency data[J]. The Annals of Statistics, 2015, 847-877.
Authors:
Kong, X.B.
;
Liu, Z.
;
Jing, B.Y.
Favorite
|
TC[WOS]:
39
TC[Scopus]:
45
IF:
3.2
/
4.8
|
Submit date：2022/07/27
Ito Semimartingale
Pure-jump Process
Integrated Volatility
Realized Characteristic Function.
Testing for pure-jump processes for high-frequency data
Journal article
Kong X.-B., Liu Z., Jing B.-Y.. Testing for pure-jump processes for high-frequency data[J]. Annals of Statistics, 2015, 43(2), 847.
Authors:
Kong X.-B.
;
Liu Z.
;
Jing B.-Y.
Favorite
|
TC[WOS]:
39
TC[Scopus]:
45
|
Submit date：2018/10/30
Integrated Volatility
Itô Semimartingale
Pure-jump Process
Realized Characteristic Function
