Estimating the Positive and Negative Jumps of Asset Returns Via Kalman Filtering. The Case of Nasdaq Index
Crossref DOI link: https://doi.org/10.1007/s11009-016-9532-5
Published Online: 2016-12-17
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Theodosiadou, Ourania
Tsaklidis, George
License valid from 2016-12-17