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"Functional Relationships Between Price and Volatility Jumps and Their ..."

Jean Jacod, Claudia Klüppelberg, Gernot Müller (2012)

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DOI: 10.1017/S0021900200012778

access: closed

type: Journal Article

metadata version: 2020-04-16

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Jean Jacod, Claudia Klüppelberg, Gernot Müller:
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data. J. Appl. Probab. 49(4): 901-914 (2012)

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