scholarly journals Estimation for Lévy processes from high frequency data within a long time interval

2011 ◽  
Vol 39 (2) ◽  
pp. 803-837 ◽  
Author(s):  
Fabienne Comte ◽  
Valentine Genon-Catalot
Keyword(s):  
High Frequency ◽  
Lévy Processes ◽  
Levy Processes ◽  
High Frequency Data ◽  
Time Interval ◽  
Frequency Data ◽  
Long Time

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

Effective data validation of high-frequency data: Time-point-, time-interval-, and trend-based methods

1997 ◽  
Vol 27 (5) ◽  
pp. 389-409 ◽  
Author(s):  
Werner Horn ◽  
Silvia Miksch ◽  
Gerhilde Egghart ◽  
Christian Popow ◽  
Franz Paky
Keyword(s):  
High Frequency ◽  
High Frequency Data ◽  
Time Interval ◽  
Data Validation ◽  
Frequency Data ◽  
Time Point

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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