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Testing for pure-jump processes for high-frequency data Journal article
Annals of Statistics, 2015,Volume: 43,Issue: 2,Page: 847
Authors:  Kong X.-B.;  Liu Z.;  Jing B.-Y.
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Integrated volatility  Itô semimartingale  Pure-jump process  Realized characteristic function  
Modeling high-frequency financial data by pure jump processes Journal article
Annals of Statistics, 2012,Volume: 40,Issue: 2,Page: 759-784
Authors:  Jing B.-Y.;  Kong X.-B.;  Liu Z.
Favorite  |  View/Download:3/0  |  Submit date:2019/02/14
Diffusion  High-frequency Data  Hypothesis Testing  Pure Jump Process  Semi-martingales