Alumni
SFI Olat
Privacy Policy
en
de
fr
Element 1
SFI Master Classes
Continuing Education
Bachelor & Masters
PhD
Program Structure
Apply Now
Graduates
Job Market Candidates Industry
Job Market Candidates Academia
Current Students
PhD Publications
Doctoral Awards
FAQ
Faculty
Publications
Research Awards
Research Seminars
Research Days
Publications
Events
Upcoming Events
Past Events
About Us
Organization
Foundation Board
Advisory Boards
Management
Team
News
Press Releases
Activity Report
Contact Us
{{ search | replaceEmpty }}
Jumps in High-Frequency Data: Spurious Detections, Dynamics and News
Home
Publications
Jumps in High-Frequency Data: Spurious Detections, Dynamics and News
Author
O. Scaillet
,
P. Bajgrowicz and A. Treccani
Journal
Management Science
Date
1 Jan. 2016
Category
Academic Publications
Volume
NA
Previous Publication
SFI Practitioner Roundups Maga...
Next Publication
N°24-76: Intrinsic Value: A So...