Jumps in financial markets: A new nonparametric test and jump dynamics

Review of Financial Studies

Volumn 21, Issue 6, 2008, Pages 2535-2563

  Lee, Suzanne S ^a   Mykland, Per A ^b  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 57349092654     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhm056     Document Type: Article

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