Work

Inference on Common Intraday Periodicity at High Frequencies With Jumps

Year: 2025

Type: article

Source: Applied Stochastic Models in Business and Industry

DOI: 10.1002/asmb.70050

Author: Fan Wu

Institution: Suzhou University of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4415613775

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Cites: 25

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