The jump component of the volatility structure of interest rate futures markets: An international comparison
| Year of publication: |
2003
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|---|---|
| Authors: | Chiarella, Carl ; Tô, Thuy-Duong |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 12, p. 1125-1158
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