搜索结果: 1-1 共查到“经济学其他学科 high frequency”相关记录1条 . 查询时间(0.078 秒)
IS BROWNIAN MOTION NECESSARY TO MODEL HIGH-FREQUENCY DATA?
Semimartingale Brownian motion jumps finite activity infinite activity discrete sampling high frequency
2014/3/13
This paper considers the problem of testing for the presence of a continuous part in a semimartingale sampled at high frequency. We provide two tests, one where the null hypothesis is that a continuou...