@data{jae.2022326.0702361558,
author = {Maneesoonthorn, Worapree and Forbes, Catherine S. and Martin, Gael M.},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {inference-on-selfexciting-jumps-in-prices-and-volatility-using-highfrequency-measures},
year = {2017},
version = {1},
url = {https://journaldata.zbw.eu/dataset/inference-on-selfexciting-jumps-in-prices-and-volatility-using-highfrequency-measures},
doi = "10.15456/jae.2022326.0702361558" 
}