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Trading activity, realized volatility and jumps

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Bibliographic reference Petitjean, Mikael ; Giot, Pierre ; Laurent, Sébastien. Trading activity, realized volatility and jumps. In: Journal of Empirical Finance, Vol. 17, no. 1, p. 168-175 (Janvier 2010)
Permanent URL http://hdl.handle.net/2078/28925