News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns
| Autor: | Maheu, John M., McCurdy, Thomas H. |
|---|---|
| Zdroj: | The Journal of Finance, 2004 Apr 01. 59(2), 755-793. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|
| Autor: | Maheu, John M., McCurdy, Thomas H. |
|---|---|
| Zdroj: | The Journal of Finance, 2004 Apr 01. 59(2), 755-793. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|