Do idiosyncratic jumps matter?
Year of publication: |
2019
|
---|---|
Authors: | Kapadia, Nishad ; Zekhnini, Morad |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 131.2019, 3, p. 666-692
|
Subject: | Idiosyncratic jumps | Idiosyncratic risk | Limits to arbitrage | Volatilität | Volatility | Risiko | Risk | Arbitrage | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
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