Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes
Year of publication: |
2006
|
---|---|
Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 217-252
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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