Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data

Jean Jacod, Claudia Klüppelberg, Gernot Müller. Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data. J. Applied Probability, 49(4):901-914, 2012. [doi]

Abstract

Abstract is missing.