Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
| Year of publication: |
2007
|
|---|---|
| Authors: | Fan, Jianqing ; Wang, Yazhen |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 102.2007, 480, p. 1349-1362
|