298 citations
2 papers
math.ST2009★ 298 cited
Estimating the degree of activity of jumps in high frequency data
Yacine Aït-Sahalia, Jean Jacod
We define a generalized index of jump activity, propose estimators of that index for a discretely sampled process and derive the estimators' properties. These estimators are applic…
q-fin.GN2009★ 1 cited
The International-Trade Network: Gravity Equations and Topological Properties
Giorgio Fagiolo
This paper begins to explore the determinants of the topological properties of the international - trade network (ITN). We fit bilateral-trade flows using a standard gravity equati…