amp Jump in Volatility Kyu Won Choi March 22 2011 Data Set SampP 500 199712 20101230 3482 trading days 1min frequency prices from 935am to 359pm Extracted prices from 2003922 to 20081231 1316 trading days ID: 546846
Download Presentation The PPT/PDF document "Jump in Returns" is the property of its rightful owner. Permission is granted to download and print the materials on this web site for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.