Work

Trading activity, realized volatility and jumps

Year: 2009

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2009.07.001

Authors: Pierre Giot, Sébastien Laurent, Mikael Petitjean

Institutions: University of Namur, UCLouvain, University of Mons

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2173200133

FWCI: 9.582

Cites: 53

Cited by: 159

Related to: 10