Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jumps and betas: a new framework for disentangling and estimating systematic risks |
scientific article |
Statements
Jumps and betas: a new framework for disentangling and estimating systematic risks (English)
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4 August 2016
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factor models
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systematic risk
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common jumps
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high-frequency data
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realized variation
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