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Lee, Suzanne S.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
796 |
Total
Citations
19 |
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1.
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Bradley, Daniel J.
University of South Florida Clarke, Jonathan
Georgia Institute of Technology - Finance Area Lee, Suzanne S.
Georgia Institute of Technology - Finance Area Ornthanalai, Chayawat
University of Toronto - Rotman School of Management
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18 Mar 10
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Last Revised:
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05 Feb 13
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466
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Analyst recommendations, high-frequency data, news arrival, jump detection
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Lee, Suzanne S.
Georgia Institute of Technology - Finance Area Hannig, Jan
University of North Carolina at Chapel Hill
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219
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13
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Levy jumps, nonparametric tests, belief measure, false detection, high frequency data
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Lee, Suzanne S.
Georgia Institute of Technology - Finance Area
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78
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mixed unobservability, jump predictor tests, partial likelihood, systematic vs. idiosyncratic risk, jump size clustering, high frequency data
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Lee, Suzanne S.
Georgia Institute of Technology - Finance Area Mykland, Per A.
University of Chicago - Department of Statistics
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jumps, noise, nonparametric tests, high frequency data
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5.
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Lee, Suzanne S.
Georgia Institute of Technology - Finance Area Mykland, Per A.
University of Chicago - Department of Statistics
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G12, G22, G14
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Records 1 -
5
of 5 matches
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