Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
Year of publication: |
2008
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Authors: | Lee, Suzanne S. ; Mykland, Per A. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 21.2008, 6, p. 2535-2564
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Saved in:
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