Increased correlation among asset classes: are volatility or jumps to blame, or both? (Q308360): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6623652
@@ Property / zbMATH DE Number: 6623652 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quadratic covariation
@@ Property / zbMATH Keywords: quadratic covariation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+continuous and jump components
@@ Property / zbMATH Keywords: continuous and jump components / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+overnight jumps
@@ Property / zbMATH Keywords: overnight jumps / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+news surprises
@@ Property / zbMATH Keywords: news surprises / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial crisis
@@ Property / zbMATH Keywords: financial crisis / rank @@
+Normal rank

Revision as of 23:28, 27 June 2023