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Is a pure jump process fitting the high frequency data better than a jump diffusion process?

Type: Journal Paper

Author : Kong, Xin

Publisher: Elsevier Science

Year: 2013

Importance of Ignition Temperature in Solution Combustion Synthesis of LiNi0.5Mn1.5O4

Type: Journal Paper

Author : Liu, Guiyang - Kong, Xin - Wang, Baosen

Publisher: The Electrochemical Society

Year: 2014

Characterization and application of a thin-film composite nanofiltration hollow fiber membrane for dye desalination and concentration

Type: Journal Paper

Author : Wei, Xiuzhen; Kong, Xin; Sun, Chengtian; Chen, Jinyuan

Year: 2013

The asymptotics of the integrated self weighted cross volatility estimator

Type: Journal Paper

Author : Li, Cui - Liang, Xiao - Jing, Bing - Kong, Xin

Publisher: Elsevier Science

Year: 2013

Author

Kong, Xin (2)

Chen, Jinyuan (1)

Li, Cui - Liang, Xiao - Jing, Bing - Kong, Xin (1)

Liu, Guiyang - Kong, Xin - Wang, Baosen (1)

Sun, Chengtian (1)

Wei, Xiuzhen (1)

Publisher

Elsevier Science (2)

The Electrochemical Society (1)

Year

2014 (1)

2013 (3)

Keywords

Asynchronous data (1)

Cross volatility (1)

Diffusion (1)

Ito semi (1)

Microstructure noise (1)

Pure jump process (1)

Semi (1)

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Journal Paper (4)

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English (4)

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Metadata Only (3)

Fulltext (1)

Publication Title

Journal of Statistical Planning and Inference (2)

Journal of The Electrochemical Society (1)

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