News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns
Year of publication: |
[2007]
|
---|---|
Authors: | Maheu, John M. |
Other Persons: | McCurdy, Thomas H. (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Finance, April 2004 Volltext nicht verfügbar |
Classification: | C5 - Econometric Modeling ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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