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The profitability of trading on large Lévy jumps:
Chan, Kam Fong
;
Gray, Phil
;
Pan, Zheyao
International Review of Finance. 21 (2019) 2 - p. 627-635 , 2019
Link:
https://doi.org/10.1111/irfi.12279
RT Journal T1 <Title>The profitability of trading on large Lévy jumps</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1111_irfi.12279&Exemplar=1&LAN=DE A1 Chan, Kam Fong A1 Gray, Phil A1 Pan, Zheyao PB Wiley YR 2019 SN 1369-412X SN 1468-2443 JF International Review of Finance VO 21 IS 2 SP 627 OP 635 LK http://dx.doi.org/https://doi.org/10.1111/irfi.12279 DO https://doi.org/10.1111/irfi.12279 SF ELIB - SuUB Bremen
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