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An Empirical Investigation of Intraday Jumps and Cojumps in US Equities

200911 citationsJournal Articlegreen Open Access

Authors

Topics & Keywords

Financial Risk and Volatility Modeling Stochastic processes and financial applications Complex Systems and Time Series Analysis

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.1343779

An Empirical Investigation of Intraday Jumps and Cojumps in US Equities | Researchclopedia