The estimation for Lévy processes in high frequency data

2016 ◽  
Vol 37 (10) ◽  
pp. 1051-1066 ◽  
Author(s):  
Jing Zheng ◽  
Wentao Gu ◽  
Baolin Xu ◽  
Zongwu Cai
Keyword(s):  
High Frequency ◽  
Lévy Processes ◽  
Levy Processes ◽  
High Frequency Data ◽  
Frequency Data

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
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