News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns
Year of publication: |
2004
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Authors: | Maheu, John M. ; Mccurdy, Thomas H. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 59.2004, 2, p. 755-794
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