Investigation of NYSE High Frequency Financial Data for Intraday Patterns in Jump Components of Equity Returns - PowerPoint PPT Presentation

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Investigation of NYSE High Frequency Financial Data for Intraday Patterns in Jump Components of Equity Returns

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Summarize research from Econ 201FS: Research Seminar and ... announcements, Engle et. al (1990), Chaboud, Chernenko, Howorka, Krishnasami, Liu, Wright (2004) ... – PowerPoint PPT presentation

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Provided by: peterlound
Learn more at: http://econ.duke.edu
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