Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Management Science
سال: 2016
ISSN: 0025-1909,1526-5501
DOI: 10.1287/mnsc.2015.2234