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Testing finite activity against infinite activity for jumps, for high frequency observation : an overview (The 8th Workshop on Stochastic Numerics)

机译：测试有限活动与跳跃的无限活动之间的关系，以进行高频观察：概述（第八届随机数字研讨会）

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Ait-Sahalia Yacine; Jacod Jean;
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年度 2009
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正文语种 en
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1. Testing whether jumps have finite or infinite activity [J] . Yacine A?t-Sahalia, Jean Jacod The Annals of Statistics: An Official Journal of the Institute of Mathematical Statistics . 2011,第3期

机译：测试跳跃活动是有限的还是无限的
2. TESTING WHETHER JUMPS HAVE FINITE OR INFINITE ACTIVITY [J] . YACINE AIT-SAHALIA, JEAN JACOD European Physical Journal, H. Historical Perspectives on Contemporary Physics . 2011,第4期

机译：测试跳跃是否具有有限或无限的活动
3. Option pricing for stochastic volatility model with infinite activity Levy jumps [J] . Gong Xiaoli, Zhuang Xintian Physica, A. Statistical mechanics and its applications . 2016,第Null期

机译：具有无限活动的随机波动率模型的期权定价征费跳跃
4. Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps [C] . Fabio Gobbi, Cecilia Mancini Noise and Stochastics in Complex Systems and Finance; Proceedings of SPIE-The International Society for Optical Engineering; vol.6601 . 2007

机译：具有随机波动性和无限活动的二维资产价格过程中的扩散协变和共同跳跃
5. High-resolution magneto-optic observation of high-frequency magnetic activity in magnetic recording heads [D] . Koeppe, Peter VanderSalm 1991

机译：磁记录头中高频磁活动的高分辨率磁光观测
6. Remote ischemic conditioning: from experimental observation to clinical application: report from the 8th Biennial Hatter Cardiovascular Institute Workshop [O] . Jack M. J. Pickard, Hans Erik Bøtker, Gabriele Crimi, -1

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7. High frequency statistics with irregularly spaced observations (The 8th Workshop on Stochastic Numerics) [O] . Hayashi Takaki, Jacod Jean, Yoshida Nakahiro 2009

机译：高频统计和不规则间隔的观测（第八届随机数字研讨会）

Testing finite activity against infinite activity for jumps, for high frequency observation : an overview (The 8th Workshop on Stochastic Numerics)

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