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News arrival, jump dynamics, and volatility components for individual stock returns
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 755-793
Persistent link: https://www.econbiz.de/10002013824
Saved in:
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News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns
Maheu, John M.
;
Mccurdy, Thomas H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 755-794
Persistent link: https://www.econbiz.de/10006551775
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