01 - Estimating the Degree of Activity of jumps in High Frequency Data - Jean JACOD episode artwork

EPISODE · Jan 13, 2008 · 50 MIN

01 - Estimating the Degree of Activity of jumps in High Frequency Data - Jean JACOD

from Limit theorems and applications (SAMSOS, 2008) · host UP1 Service TICe

Jean Jacod. Université Paris6. Document associé : support de présentation : http://epi.univ-paris1.fr/servlet/com.univ.collaboratif.utils.LectureFichiergw?CODE_FICHIER=1265816883468 (pdf) Ecouter l'intervention : Bande son disponible au format mp3 Durée : 51 mn

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01 - Estimating the Degree of Activity of jumps in High Frequency Data - Jean JACOD

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