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Jumps in High-Frequency Data: Spurious Detections, Dynamics and News

Jumps in High-Frequency Data: Spurious Detections, Dynamics and News

AuthorO. Scaillet, P. Bajgrowicz and A. Treccani
JournalManagement Science
Date1 jan. 2016
CatégorieAcademic Publications
VolumeNA

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