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Jumps at ultra-high frequency: Evidence from the Chinese stock market Journal article
Chuanhai Zhang, Zhi Liu, Qiang Liu. Jumps at ultra-high frequency: Evidence from the Chinese stock market[J]. Pacific Basin Finance Journal, 2021, 68, 101420.
Authors:  Chuanhai Zhang;  Zhi Liu;  Qiang Liu
Favorite | TC[WOS]:2 TC[Scopus]:3  IF:4.8/4.4 | Submit date：2021/03/11
Jumps  Market Microstructure Noise  Pre-averaging  Truncated Bi-power Variation  Ultra High Frequency Data