Risk, jumps, and diversification (Q292155): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk, jumps, and diversification |
scientific article |
Statements
Risk, jumps, and diversification (English)
0 references
10 June 2016
0 references
jump-diffusions
0 references
stock returns
0 references
diversification
0 references
tests for jumps
0 references
cojumps
0 references
high-frequency data
0 references
bipower variation
0 references
