Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
| Year of publication: |
2008
|
|---|---|
| Authors: | Lee, Suzanne S. ; Mykland, Per A. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 21.2008, 6, p. 2535-2564
|