Are jumps contagious? : an empirical investigation of jumps transmission mechanisms in the Nasdaq sector indexes
Thierry Ané and Carole Métais
| Year of publication: |
2011
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|---|---|
| Authors: | Ané, Thierry ; Métais, Carole |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 32.2011, 1, p. 11-41
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: |
Persistent link: https://www.econbiz.de/10009918938