Do jumps mislead the FX market?

Author: Gnabo Jean-Yves   Lahaye Jérôme   Laurent Sébastien   Lecourt Christelle  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.12, Iss.10, 2012-10, pp. : 1521-1532

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Abstract