The spillovers of jump risk and investment value (Q4688947)
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scientific article; zbMATH DE number 6961777
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| English | The spillovers of jump risk and investment value |
scientific article; zbMATH DE number 6961777 |
Statements
22 October 2018
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jump risk
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synchronous trading
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non-synchronous trading
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jump risk premium
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futures markets
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0.7362349033355713
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0.7227423787117004
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0.7040024995803833
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0.6991668939590454
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