Trading activity, realized volatility and jumps
| Authors: | GIOT, Pierre ; LAURENT, Sébastien ; PETITJEAN, Mikael |
|---|---|
| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Empirical Finance, 17(1), 168-175, 2010 Number 2223 |
| Other identifiers: | 10.1016/j.jempfin.2009.07.001 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010675115