Multi-scale jump and volatility analysis for high-frequency financial data

Jianqing Fan, Yazhen Wang

Research output: Contribution to journal › Article › peer-review

155 Scopus citations

Fingerprint

Dive into the research topics of 'Multi-scale jump and volatility analysis for high-frequency financial data'. Together they form a unique fingerprint.

Keyphrases

Earth and Planetary Sciences

Engineering

Mathematics