Open AccessNews Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns
Author(s) -
John M. Maheu,
Thomas H. McCurdy
Publication year - 2003
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.392144
Subject(s) - jump , stock (firearms) , volatility (finance) , econometrics , financial economics , economics , engineering , physics , mechanical engineering , quantum mechanics
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