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Handbook of High-Frequency Trading and Modeling in Finance (Florescu/Handbook) || Detecting Jumps in High-Frequency Prices Under Stochastic Volatility: A Review and a Data-Driven Approach
Florescu, Ionut, Mariani, Maria C., Stanley, H. Eugene, Viens, Frederi G.Volume:
10.1002/97
Year:
2016
Language:
english
DOI:
10.1002/9781118593486.ch6
File:
PDF, 667 KB
english, 2016