Comment on: Limit of Random Measures associated with the increments of a Brownian Semimartingale

Yingying Li; Xinghua Zheng

doi:10.1093/jjfinec/nbx035

Comment on: Limit of Random Measures associated with the increments of a Brownian Semimartingale

Yingying Li^*, Xinghua Zheng

^*Corresponding author for this work

Department of Information Systems, Business Statistics & Operations Management

Research output: Contribution to journal › Comment/debate

Abstract

First of all, we send our extremely belated congratulations to Professor Jean Jacod, on such an insightful and well-written article which promoted the prosperity of the field of highfrequency data research over the past two decades. We would also like to congratulate the Journal of Financial Econometrics for recognizing this important article.

Original language	English
Pages (from-to)	583-587
Number of pages	5
Journal	Journal of Financial Econometrics
Volume	16
Issue number	4
DOIs	https://doi.org/10.1093/jjfinec/nbx035
Publication status	Published - 1 Sept 2018

Bibliographical note

Publisher Copyright:
© The Author, 2017. Published by Oxford University Press. All rights reserved.

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title = "Comment on: Limit of Random Measures associated with the increments of a Brownian Semimartingale",

abstract = "First of all, we send our extremely belated congratulations to Professor Jean Jacod, on such an insightful and well-written article which promoted the prosperity of the field of highfrequency data research over the past two decades. We would also like to congratulate the Journal of Financial Econometrics for recognizing this important article.",

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N2 - First of all, we send our extremely belated congratulations to Professor Jean Jacod, on such an insightful and well-written article which promoted the prosperity of the field of highfrequency data research over the past two decades. We would also like to congratulate the Journal of Financial Econometrics for recognizing this important article.

AB - First of all, we send our extremely belated congratulations to Professor Jean Jacod, on such an insightful and well-written article which promoted the prosperity of the field of highfrequency data research over the past two decades. We would also like to congratulate the Journal of Financial Econometrics for recognizing this important article.

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UR - https://openalex.org/W2769072325

UR - https://www.scopus.com/pages/publications/85055486051

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JO - Journal of Financial Econometrics

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Comment on: Limit of Random Measures associated with the increments of a Brownian Semimartingale

Abstract

Bibliographical note

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