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LIU ZHI [1]
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2022 [1]
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Statistical Inference for spot correlation and spot market Beta under infinite variation jumps
Journal article
Liu, Q., Liu, Z.. Statistical Inference for spot correlation and spot market Beta under infinite variation jumps[J]. Journal of Financial Econometrics, 2022, 20(4), 612-654.
Authors:
Liu, Q.
;
Liu, Z.
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Submit date：2022/07/27
Semimartingale
High Frequency Data
Infinite Variation Jump
Spot Covariance
Spot Correlation
Spot Market Beta
Central Limit Theorem
