Increased correlation among asset classes: are volatility or jumps to blame, or both? (Q308360): Difference between revisions
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Revision as of 19:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Increased correlation among asset classes: are volatility or jumps to blame, or both? |
scientific article |
Statements
Increased correlation among asset classes: are volatility or jumps to blame, or both? (English)
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6 September 2016
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quadratic covariation
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continuous and jump components
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overnight jumps
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news surprises
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financial crisis
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