Risk, jumps, and diversification (Q292155)
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scientific article; zbMATH DE number 6592106
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk, jumps, and diversification |
scientific article; zbMATH DE number 6592106 |
Statements
Risk, jumps, and diversification (English)
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10 June 2016
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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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0.7995119094848633
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0.7837656736373901
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0.7835658192634583
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0.7817222476005554
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0.775989830493927
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