Realized volatility, jump and beta : evidence from Canadian stock market

Dinesh Gajurel, Biplob Chowdhury

Year of publication:	[2020]
Authors:	Gajurel, Dinesh ; Chowdhury, Biplob
Publisher:	[Hobart, Tasmania] : University of Tasmania
Subject:	Financial markets \| stock price process \| jumps \| volatility \| systematic risk \| Volatilität \| Volatility \| Börsenkurs \| Share price \| CAPM \| Kanada \| Canada \| Finanzmarkt \| Financial market \| Betafaktor \| Beta risk \| Theorie \| Theory \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income \| Stochastischer Prozess \| Stochastic process \| Portfolio-Management \| Portfolio selection \| Aktienmarkt \| Stock market

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