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Price and volatility co-jumps:
Bandi, F.M.
;
Renò, R.
Journal of Financial Economics. 119 (2016) 1 - p. 107-146 , 2016
Link:
https://doi.org/10.1016/j.jfineco.2015.05.007
RT Journal T1 <Title>Price and volatility co-jumps</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jfineco.2015.05.007&Exemplar=1&LAN=DE A1 Bandi, F.M. A1 Renò, R. PB Elsevier BV YR 2016 SN 0304-405X JF Journal of Financial Economics VO 119 IS 1 SP 107 OP 146 LK http://dx.doi.org/https://doi.org/10.1016/j.jfineco.2015.05.007 DO https://doi.org/10.1016/j.jfineco.2015.05.007 SF ELIB - SuUB Bremen
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