Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
| Year of publication: |
2012
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Jacod, Jean |
| Published in: |
Journal of economic literature. - Nashville, Tenn : Assoc, ISSN 0022-0515, ZDB-ID 30764. - Vol. 50.2012, 4, p. 1007-1050
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