The estimation for Lévy processes in high frequency data
Jing Zheng, Wentao Gu, Baolin Xu and Zongwu Cai
| Year of publication: |
2018
|
|---|---|
| Authors: | Zheng, Jing ; Gu, Wentao ; Xu, Baolin ; Cai, Zongwu |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 1051-1066
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| Subject: | Financial data | high frequency | jump | Lévy measure | Lévy process | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Schätztheorie | Estimation theory | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2016.1188876 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012040536