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Jumps in financial markets : a new nonparametric test and jump dynamics
Lee, Suzanne S.; Mykland, Per A. - In: The review of financial studies 21 (2008) 6, pp. 2535-2563
Persistent link: https://www.econbiz.de/10003805074
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Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
Lee, Suzanne S.; Mykland, Per A. - In: The review of financial studies 21 (2013) 6, pp. 2535-2534
Persistent link: https://www.econbiz.de/10010114003
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Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
Lee, Suzanne S.; Mykland, Per A. - In: The review of financial studies 21 (2008) 6, pp. 2535-2564
Persistent link: https://www.econbiz.de/10008152468
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Jumps and information flow in financial markets
Lee, Suzanne S. - In: The review of financial studies 25 (2012) 2, pp. 439-479
Persistent link: https://www.econbiz.de/10009515809
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Jumps and Information Flow in Financial Markets
Lee, Suzanne S. - In: The review of financial studies 25 (2013) 2, pp. 439-438
Persistent link: https://www.econbiz.de/10010114017
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Jumps and Information Flow in Financial Markets
Lee, Suzanne S. - In: The review of financial studies 25 (2012) 2, pp. 439-439
Persistent link: https://www.econbiz.de/10009819583
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How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - In: The review of financial studies 18 (2005) 2, pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
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How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - In: The review of financial studies 18 (2013) 2, pp. 351-350
Persistent link: https://www.econbiz.de/10010114501