Measuring the jump risk contribution under market microstructure noise : evidence from Chinese stock market
Chao Yu, Xujie Zhao
| Year of publication: |
2021
|
|---|---|
| Authors: | Yu, Chao ; Zhao, Xujie |
| Subject: | financial high frequency data | jump risk contribution | market microstructure noise | pre-averaging | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | Noise Trading | Noise trading | China | Finanzmarkt | Financial market | Aktienmarkt | Stock market |
| 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/10012587109