Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Kent ; Liu, Junwei ; Liu, Zhi |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 5, p. 1777-1786
|