UM
(Note: the search results are based on claimed items)

Browse/Search Results:  1-1 of 1 Help

Filters                                
Selected(0)Clear Items/Page:    Sort:
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility Journal article
Journal of Banking and Finance, 2013,Volume: 37,Issue: 5,Page: 1777-1786
Authors:  Wang K.;  Liu J.;  Liu Z.
Favorite | View/Download:4/0 | TC[WOS]:7 TC[Scopus]:0 | Submit date:2019/02/14
Co-jump  Co-volatility  High-frequency Finance  Idiosyncratic Jumps  Itô Semi-martingale  Microstructure Noise  Non-synchronous Trading