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June 10, 2024Quantitative Finance

Counting jumps: does the counting process count?

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LBLaura BallottaGFGianluca FusaiDMDaniele Marazzina

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Ballotta et al. (2024) studied this question.

synapsesocial.com/papers/68e65773b6db6435875e66c7https://doi.org/10.1080/14697688.2024.2357731
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