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How Frequently Does the Stock Price Jump? – An Analysis of High-Frequency Data with Microstructure Noises Jin-Chuan Duan and Andras Fulop∗ (First Draft: September 15, This Draft: February 28, 2007)
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Document Date: 2012-10-16 20:34:29
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How Frequently Does the Stock Price Jump? – An Analysis of High-Frequency Data with Microstructure Noises Jin-Chuan Duan and Andras Fulop∗ (First Draft: September 15, This Draft: February 28, 2007)