The Pitfalls of Continuous Heavy-Tailed Distributions in High-Frequency Data Analysis

By Vladimír Holý

Published 2025-10-10

Everscope rating

1473.6

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Interval Maximum Likelihood Estimation for Discrete Observations. Problem types: Time Series Forecasting, Density Estimation, Risk Management, Volatility Modeling.

arXiv:2510.09785 · Code · Paper rankings

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