The Identification of Price Jumps
Year of publication: |
2011-03
|
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Authors: | Hanousek, Jan ; Kocenda, Evzen ; Novotny, Jan |
Institutions: | Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) |
Subject: | price jumps | price-jump indicators | non-parametric testing | Monte Carlo simulations | financial econometrics |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c58 ; F37 - International Finance Forecasting and Simulation ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: |
-
Price Jumps on European Stock Markets
Hanousek, Jan, (2013)
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Price Jump Indicators: Stock Market Empirics During the Crisis
Novotný, Jan, (2013)
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Price jumps on European stock markets
Hanousek, Jan, (2014)
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Firm Efficiency: Domestic Owners, Coalitions, and FDI
Hanousek, Jan, (2012)
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Origin and Concentration: Corporate Ownership, Control and Performance
Hanousek, Jan, (2005)
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Hanousek, Jan, (2008)
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