| Title | Other author(s) | |
|---|---|---|
How Frequently Does the Stock Price Jump? – An Analysis of High-Frequency Data with Microstructure NoisesMagyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2007/04, 13.07.2007) |
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Jump Starting GARCH: Pricing and Hedging Options with Jumps in Returns and VolatilitiesCleveland Fed Working papers [View] (Paper: 0619, 21.12.2006) |
