Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Gurdip Bakshi; Dilip Madan; George Panayotov
| Year of publication: |
2010
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|---|---|
| Authors: | Bakshi, Gurdip S. ; Madan, Dilip B. ; Panayotov, George |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 3, p. 380-396
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| Subject: | Finanzkrise | Financial crisis | Volatilität | Volatility | Theorie | Theory | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008736201