High-Frequency Data Stock Index Future-Spot Market Volatility Jumps and Jumps Overflow Test --- Based on EEMD and Wavelet Denoising

ZHU Li,LIU Xiangli

Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (6) : 1509-1523.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (6) : 1509-1523. DOI: 10.12341/jssms13205

High-Frequency Data Stock Index Future-Spot Market Volatility Jumps and Jumps Overflow Test --- Based on EEMD and Wavelet Denoising

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2017, 37(6): 1509-1523 https://doi.org/10.12341/jssms13205

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