Trading activity, realized volatility and jumps

Pierre Giot, Sébastien Laurent and Mikael Petitjean

No 2223, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2010-01-01
Note: In : Journal of Empirical Finance, 17(1), 168-175, 2010
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