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1504.00461
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Testing for pure-jump processes for high-frequency data
2 April 2015
Xinbing Kong
Zhi Liu
Bing-Yi Jing
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Papers citing
"Testing for pure-jump processes for high-frequency data"
4 / 4 papers shown
Title
Efficient estimation of integrated volatility in presence of infinite variation jumps
J. Jacod
Viktor Todorov
87
76
0
29 May 2014
Modeling high-frequency financial data by pure jump processes
Bing-Yi Jing
Xinbing Kong
Zhi Liu
76
66
0
05 Jun 2012
Is Brownian motion necessary to model high-frequency data?
Yacine Ait-Sahalia
J. Jacod
103
114
0
11 Nov 2010
Estimating the degree of activity of jumps in high frequency data
Yacine Ait-Sahalia
J. Jacod
103
263
0
21 Aug 2009
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