金融资产价格跳跃研究综述：从发现引入到聚焦检验

A Summary of Research on Financial Asset Prices Jump:from Discovery to Focus Test

以价格跳跃行为宏观到微观的探索为主线,梳理了价格模型中对跳跃成分的引入、跳跃检验方法的发展和跳跃检验在我国金融市场的应用。进一步地,评述了各部分研究之间的不同视角以及其相应的不足之处,展现出其研究特点,最后在此基础上进行总结并展望资产价格跳跃行为未来可能的研究方向,并以此对金融资产价格跳跃行为在价格模型中的引入及其检验方法进行文献综述。

Taking the macro-to-micro exploration of price jump behavior as the main line,and then introduces the introduction of jump components in the price model,the development of jump test methods and the application of jump test in China's financial market.Further,the different perspectives of each part of the research and its corresponding deficiencies are reviewed,and its research characteristics are revealed.Finally,based on this,the future research directions of asset price jump behavior are prospected,and a literature review of the introduction of financial asset price jump behavior in the price model and its testing methods.