Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics

Journal Article Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics Get access Suzanne S. Lee, Suzanne S. Lee Search for other works by this author on: Oxford Academic Google Scholar Per A. Mykland Per A. Mykland Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 21, Issue 6, November 2008, Pages 2535–2563, https://doi.org/10.1093/rfs/hhm056 Published: 09 December 2007