Jumps in financial markets : a new nonparametric test and jump dynamics
Year of publication: |
2008
|
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Authors: | Lee, Suzanne S. ; Mykland, Per A. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 6, p. 2535-2563
|
Subject: | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Aktienoption | Stock option | USA | United States | 2005-2006 |
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