Jumps in High-Frequency Data on the Chinese Stock Market

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

Journals Menu

Aims & Scope
Articles
Archive
Editorial Board
Publication Fees
Indexing

Guidelines & Policies

"Jumps in High-Frequency Data on the Chinese Stock Market"
written by Ying Li, Tengfei Jiang,
published by Journal of Mathematical Finance, Vol.7 No.2, 2017

has been cited by the following article(s):

Google Scholar
CrossRef

[1]	IDENTIFIKACIJA CJENOVNIH SKOKOVA S POMOĆU PROCJENITELJA INTEGRIRANE VARIJANCE
	Ekonomska misao i praksa, 2023

[2]	Stochastic Behavior, Term Structure and Margin Adequacy in VIX Futures Market
	2021

[3]	价格跳跃对流动性, 波动率和交易活跃度的影响研究——基于沪深 300 指数期货实证研究
	Finance, 2021

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Journal of Mathematical Finance

Journal of Mathematical Finance

Journals Menu

Guidelines & Policies

Home

About SCIRP

Service

Policies

[1]	A Study on the Impact of Price Jumps on Liquidity, Volatility and Trading Activity—Based on an Empirical Study of CSI 300 Index Futures Finance, 2021 DOI:10.12677/FIN.2021.115047