7

Modeling high-frequency financial data by pure jump processes

Year:
2012
Language:
english
File:
PDF, 326 KB
english, 2012
25

Automatic Peak Selection by a Benjamini-Hochberg-Based Algorithm

Year:
2013
Language:
english
File:
PDF, 422 KB
english, 2013
26

On the jump activity index for semimartingales

Year:
2012
Language:
english
File:
PDF, 443 KB
english, 2012
34

MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES

Year:
2012
Language:
english
File:
PDF, 1.83 MB
english, 2012
45

Sure screening by ranking the canonical correlations

Year:
2017
Language:
english
File:
PDF, 734 KB
english, 2017