On the jump activity index for semimartingales
Bing-Yi Jing; Xin-Bing Kong; Zhi Liu, Per Mykland
| Year of publication: |
2012
|
|---|---|
| Authors: | Jing, Bingyi ; Kong, Xinbing ; Liu, Zhi ; Mykland, Per A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 166.2012, 2, p. 213-223
|
| Subject: | Index | Index number | Martingal | Martingale | Aktienindex | Stock index | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009509230