Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data
| Year of publication: |
2011
|
|---|---|
| Authors: | Jing, Bing-Yi ; Kong, Xin-Bing ; Liu, Zhi |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 106.2011, 494, p. 558-568
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009358723