@article{econhot_econhot-cited-bf4973db192dec04, title = {The Impact of Jumps in Volatility and Returns}, author = {Bjørn Eraker and Michael Slater Johannes and Nicholas Polson}, journal = {The Journal of Finance}, year = {2003}, volume = {58}, number = {3}, pages = {1269-1300}, doi = {10.1111/1540-6261.00566}, url = {https://doi.org/10.1111/1540-6261.00566} }