Realized jumps on financial markets and predicting credit spreads (Q737268)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized jumps on financial markets and predicting credit spreads |
scientific article |
Statements
Realized jumps on financial markets and predicting credit spreads (English)
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10 August 2016
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jump-diffusion process
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realized variance
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bipower variation
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realized jumps
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jump volatility
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credit risk premium
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