Trading-flow assisted estimation of the jump activity index
Crossref DOI link: https://doi.org/10.1007/s11425-018-9442-1
Published Online: 2020-06-04
Published Print: 2020-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kong, Xinbing
Liu, Guangying
Xie, Shangyu
Text and Data Mining valid from 2020-06-04
Version of Record valid from 2020-06-04
Article History
Received: 27 April 2018
Accepted: 20 August 2018
First Online: 4 June 2020