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Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png SSRN Electronic Journal CrossRef

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data

SSRN Electronic JournalJan 1, 2010

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data

SSRN Electronic JournalJan 1, 2010

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Publisher
CrossRef
ISSN
1556-5068
DOI
10.2139/ssrn.1562624
Publisher site
See Article on Publisher Site

Abstract

Journal

SSRN Electronic JournalCrossRef

Published: Jan 1, 2010

References