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Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh, (2020)
Financial returns, sentiment and market volatility : a dynamic assessment
Borgioli, Stefano, (2024)
Stock returns and trading volume : does size matter?
Assan, Azhar, (2013)
Garch and irregularly spaced data
Meddahi, Nour, (2003)
The dynamic mixed hitting-time model for multiple transaction prices and times
Renault, Eric, (2014)
GARCH and irregularly spaced data
Meddahi, Nour, (2006)