Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets by Hassan Zada, Arshad Hassan, Wing-Keung Wong

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The Convergence Rates of Large Volatility Matrix Estimator Based on Noise, Jumps, and Asynchronization by Erlin Guo, Cuixia Li, Fengqin Tang

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Business Time Sampling Scheme with Applications to Testing Semi-Martingale Hypothesis and Estimating Integrated Volatility by Yingjie Dong, Yiu-Kuen Tse

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New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section by Bo Yu, Bruce Mizrach, Norman R. Swanson

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Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets by Xin Zhang, Donggyu Kim, Yazhen Wang

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