jacod.kluppelberg.ea:12:functional¶
BibTeX Entry:
@article{jacod.kluppelberg.ea:12:functional,
author = {Jacod, Jean and Kl\"{u}ppelberg, Claudia and M\"{u}ller, Gernot},
doi = {10.1017/s0021900200012778},
fjournal = {Journal of Applied Probability},
issn = {0021-9002},
journal = {J. Appl. Probab.},
mrclass = {60G48 (60H30 62G10 62M02 91B70 91G70)},
mrnumber = {3058978},
mrreviewer = {John P. Lehoczky},
number = {4},
pages = {901--914},
title = {Functional relationships between price and volatility jumps and their consequences for discretely observed data},
url = {https://doi.org/10.1017/s0021900200012778},
volume = {49},
year = {2012}
}