Risk, jumps, and diversification (Q292155)

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Risk, jumps, and diversification
scientific article

    Statements

    title
    Risk, jumps, and diversification (English)
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    author
    Tim Bollerslev
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    Tzuo Hann Law
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    George Tauchen
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    publication date
    10 June 2016
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    zbMATH Keywords
    jump-diffusions
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    stock returns
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    diversification
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    tests for jumps
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    cojumps
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    high-frequency data
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    bipower variation
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    Identifiers

    zbMATH DE Number
    6592106
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    OpenAlex ID
    W2121732987
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