Trading activity, realized volatility and jumps

By P. Giot, Sébastien-Yves Laurent, M. Petitjean. 2010

186 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3a933119b33f56196c63bad8f8a59874ed19077d