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搜索结果: 1-3 共查到High-Frequency Data相关记录3条 . 查询时间(0.238 秒)
Based on 1 minute high frequency data, this paper constructs no-arbitrage band for CSI300 index futures, and empirically studies the futures-spot arbitrage. Furthermore, the mean reversion and its tim...
In this paper, we study nonparametric estimation of the L´evy density for L´evy processes, with and without Brownian component. For this, we consider n discrete time observations with st...
This paper proposes a robustification of the test statistic of Aït-Sahalia and Jacod (2009b) for the presence of market microstructure noise in high frequency data, based on the pre-averaging met...

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