An analysis of the reason of jumps in Shanghai composite index: based on the viewpoints of high frequency data

zbMATH Open1340.91146MaRDI QIDQ3194352FDOQ3194352

Authors: Difei Zhao, Yong Tang 

Publication date: 28 October 2015

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zbMATH Keywords

high-frequency datajump intensityShanghai composite indexintraday jump

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

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• Title not available (Why is that?)
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• Stock crashes and jumps reactions to information demand and supply: an intraday analysis

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