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Inference on self-exciting jumps in prices and volatility using high frequency measures

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Inference on self-exciting jumps in prices and volatility using high-frequency measures

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Asset Prices, Booms and Recessions"" is a book on Financial Economics from a dynamic perspective. It focuses on the dynamic interaction of financial markets and economic activity. The financial markets to be studied here encompasses the money and bond market, credit market, stock market and...

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