activity
20052026
most citedModeling high-frequency financial data by pure jump processes

59 citations · 202 across the 12 of their papers we have counts for

collaborators
Showing 2015 · math.STShow all

1 paper · 2 filters

math.ST2015★ 52 cited

Testing for pure-jump processes for high-frequency data

Xin-Bing Kong, Zhi Liu, Bing-Yi Jing

Pure-jump processes have been increasingly popular in modeling high-frequency financial data, partially due to their versatility and flexibility. In the meantime, several statistic…