Jumps in High-Frequency Data on the Chinese Stock Market

机译：跳上中国股市的高频数据

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Ying Li; Tengfei Jiang;
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1. Jumps in High-Frequency Data on the Chinese Stock Market [J] . Ying Li, Tengfei Jiang Journal of Mathematical Finance . 2017,第2期

机译：跳上中国股市的高频数据
2. TESTING FOR LEVY TYPE JUMPS IN JAPANESE STOCK MARKET UNDER THE FINANCIAL CRISIS USING HIGH-FREQUENCY DATA [J] . YOSHIAKI BARADA, KAZUHIRO YASUDA International Journal of Innovative Computing Information and Control . 2012,第3B期

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3. The role of high-frequency data in volatility forecasting: evidence from the China stock market [J] . Liu Min, Lee Chien-Chiang, Choo Wei-Chong Applied Economics . 2021,第22a24期

机译：高频数据在波动率预测中的作用：来自中国股市的证据
4. Jump spillover between Chinese stock market and stock index futures market [C] . Ning Yao, rnLongbin Zhang, rnYe Li Advances in Business Intelligence and Financial Engineering . 2008

机译：中国股市与股指期货市场之间的溢出效应
5. Issues of market efficiency in the Chinese stock markets: I. Day-of-the-week effect, month-of-the-year effect and turn-of-the-month effect in China's stock markets. II. Are the two stock markets (Shanghai and Shenzhen) in China integrated or segmented? III. The effects of re-imposing a 10% price limit on the Chinese stock markets. [D] . Feng, Licheng. 1999

机译：中国股票市场的市场效率问题：I.中国股票市场的周日效应，月度效应和月度效应。二。中国的两个股票市场（上海和深圳）是整合还是细分？三，重新对中国股市施加10％的价格限制的影响。
6. Sign realized jump risk and the cross-section of stock returns: Evidence from Chinas stock market [O] . Youcong Chao, Xiaoqun Liu, Shijun Guo -1

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7. Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock [O] . Kenjiro Hirayama, Yoshiro Tsutsui 100

机译：中国股票投资者是否在关注东京？两个中国股市与东京股市的日内高频数据分析

Jumps in High-Frequency Data on the Chinese Stock Market

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