Publisher
American Institute of Mathematical Sciences (AIMS)
Reference39 articles.
1. Akaike, H: Information theory and an extension of the maximum likelihood principle. In: Petrov, BN, Csáki, F (eds.)2nd International Symposium on Information Theory, Tsahkasdor, Armenia, USSR, September 2-8, 1971, pp. 267–281. Akadémiai Kiadó, Budapest (1973).
2. Andersen, TW, Darling, DA: Asymptotic Theory of Certain “Goodness of Fit” Criteria Based on Stochastic Processes. Ann. Math. Stat. 23, 193–212 (1952).
https://doi.org/10.1214/aoms/1177729437
.
3. Barndorff-Nielsen, OE, Shephard, N: Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression and Correlation. Econometrica. 72, 885–925 (2004).
4. Bass, RF: Uniqueness in law for Pure Jump Markov Processes. Probab. Theory. 79, 271–287 (1988).
5. Bonanno, G, Lillo, F, Mantegna, RN: High-frequency Cross-correlation in a Set of Stocks. Quant. Finan. 1, 96–104 (2001).
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献