Modeling high-frequency financial data by pure jump processes

BY Jing, XB Kong, Z Liu - 2012 - projecteuclid.org
It is generally accepted that the asset price processes contain jumps. In fact, pure jump
models have been widely used to model asset prices and/or stochastic volatilities. The …
被引用次数：70 相关文章
[PDF] archive.org

[PDF][PDF] http://repository. ust. hk/ir

BY Jing, XB Kong, Z Liu - The Annals of Statistics, 2012 - scholar.archive.org
It is generally accepted that the asset price processes contain jumps. In fact, pure jump
models have been widely used to model asset prices and/or stochastic volatilities. The …

[引用][C] Modeling high-frequency financial data by pure jump processes

BY Jing, XB Kong, Z Liu - The Annals of Statistics, 2012 - cir.nii.ac.jp

Modeling high-frequency financial data by pure jump processes

BY Jing, XB Kong, Z Liu - arXiv preprint arXiv:1206.0827, 2012 - arxiv.org
It is generally accepted that the asset price processes contain jumps. In fact, pure jump
models have been widely used to model asset prices and/or stochastic volatilities. The …

Modeling high-frequency financial data by pure jump processes

BY Jing, XB Kong, Z Liu - The Annals of Statistics, 2012 - repository.ust.hk
It is generally accepted that the asset price processes contain jumps. In fact, pure jump
models have been widely used to model asset prices and/or stochastic volatilities. The …

MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES

BY Jing, XB Kong, Z Liu - The Annals of Statistics, 2012 - JSTOR
It is generally accepted that the asset price processes contain jumps. In fact, pure jump
models have been widely used to model asset prices and/or stochastic volatilities. The …

Modeling high-frequency financial data by pure jump processes

BY Jing, XB Kong, Z Liu - arXiv e-prints, 2012 - ui.adsabs.harvard.edu
It is generally accepted that the asset price processes contain jumps. In fact, pure jump
models have been widely used to model asset prices and/or stochastic volatilities. The …

Modeling high-frequency financial data by pure jump processes

BY Jing, XB Kong, Z Liu - 2012 - repository.um.edu.mo
It is generally accepted that the asset price processes contain jumps. In fact, pure jump
models have been widely used to model asset prices and/or stochastic volatilities. The …
[PDF] hkust.edu.hk

[PDF][PDF] http://repository. ust. hk/ir

BY Jing, XB Kong, Z Liu - The Annals of Statistics, 2012 - repository.hkust.edu.hk
It is generally accepted that the asset price processes contain jumps. In fact, pure jump
models have been widely used to model asset prices and/or stochastic volatilities. The …
[PDF] psu.edu

[PDF][PDF] MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES

BY Jing, XB Kong, Z Liu - The Annals of Statistics, 2012 - Citeseer
It is generally accepted that the asset price processes contain jumps. In fact, pure jump
models have been widely used to model asset prices and/or stochastic volatilities. The …