On Integrated Volatility of Ito Semimartingales when Sampling Times are Endogenous

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	On Integrated Volatility of Ito Semimartingales when Sampling Times are Endogenous
	Li, CX; Chen, JY; Liu, Z; Jing, BY
刊名	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
	2014
卷号	43 期号:24 页码:5263-5275
关键词	Central limit theorem Endogeneity High frequency data Ito semimartingale jumps
ISSN号	0361-0926
通讯作者	Liu, Z (reprint author), Univ Macau, Dept Math, Macua, Peoples R China.
学科主题	Mathematics
出版地	PHILADELPHIA
语种	英语
WOS记录号	WOS:000348026500010
内容类型	期刊论文
源URL	[http://ir.lzu.edu.cn/handle/262010/118963]
专题	数学与统计学院_期刊论文
推荐引用方式 GB/T 7714	Li, CX,Chen, JY,Liu, Z,et al. On Integrated Volatility of Ito Semimartingales when Sampling Times are Endogenous[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2014,43(24):5263-5275.
APA	Li, CX,Chen, JY,Liu, Z,&Jing, BY.(2014).On Integrated Volatility of Ito Semimartingales when Sampling Times are Endogenous.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,43(24),5263-5275.
MLA	Li, CX,et al."On Integrated Volatility of Ito Semimartingales when Sampling Times are Endogenous".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 43.24(2014):5263-5275.