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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Scaillet, Olivier"
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Management science : journal of the Institute for Operations Research and the Management Sciences
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Jumps in high-frequency data : spurious detections, dynamics, and news
Bajgrowicz, Pierre
;
Scaillet, Olivier
;
Treccani, Adrien
- In:
Management science : journal of the Institute for …
62
(
2016
)
8
,
pp. 2198-2217
Persistent link: https://www.econbiz.de/10011539496
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