Journal of Mathematical Finance

Vol.7 No.2(2017), Paper ID 76694, 24 pages

DOI:10.4236/jmf.2017.72025

 

Jumps in High-Frequency Data on the Chinese Stock Market

 

Ying Li, Tengfei Jiang

 

Business School, Sun Yat-sen University, Guangzhou, China
Business School, Sun Yat-sen University, Guangzhou, China

 

Copyright © 2017 Ying Li, Tengfei Jiang 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

Li, Y. and Jiang, T. (2017) Jumps in High-Frequency Data on the Chinese Stock Market. Journal of Mathematical Finance, 7, 467-490. doi: 10.4236/jmf.2017.72025.
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