Is Brownian motion necessary to model high-frequency data?

11 November 2010

Papers citing "Is Brownian motion necessary to model high-frequency data?"

2 / 2 papers shown

Title
Testing whether jumps have finite or infinite activity Yacine Ait-Sahalia J. Jacod 43 102 0 22 Nov 2012
Testing for jumps in a discretely observed process Yacine Ait-Sahalia J. Jacod 91 596 0 02 Mar 2009