"The identification of price jumps."

Jan Hanousek, Evzen Kocenda, Jan Novotný (2012)

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DOI: 10.1515/MCMA-2011-0019

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/mcma/HanousekKN12
Jan Hanousek, Evzen Kocenda, Jan Novotný:
The identification of price jumps. Monte Carlo Methods Appl. 18(1): 53-77 (2012)

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