Do price and volatility jump together? (Q990387)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do price and volatility jump together? |
scientific article |
Statements
Do price and volatility jump together? (English)
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1 September 2010
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common jumps
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tests
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discrete sampling
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volatility
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high-frequency data
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