Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|59|3|1367-1403

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.59, Iss.3, 2004-06, pp. : 1367-1403

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Abstract