School of Statistics, University of International Business and Economics, Beijing, China
School of International Trade and Economics, University of International Business and Economics, Beijing, China
School of Statistics, University of International Business and Economics, Beijing, China
Copyright © 2017 Chao Yu, Xujie Zhao, Feng Zhang et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Yu, C. , Zhao, X. and Zhang, F. (2017) Measuring the Intraday Jump Tail Risk of Financial Asset Price with Noisy High Frequency Data.
Open Journal of Statistics,
7, 72-83. doi:
10.4236/ojs.2017.71006.