Stock co-jump networks
Yi Ding, Yingying Li, Guoli Liu, Xinghua Zheng
| Year of publication: |
2024
|
|---|---|
| Authors: | Ding, Yi ; Li, Yingying ; Liu, Guoli ; Zheng, Xinghua |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 239.2024, 2, Art.-No. 105420, p. 1-12
|
| Subject: | High-frequency data | Co-jumps | Community detection | Jumps | Network | Stock dependence | Soziales Netzwerk | Social network | Börsenkurs | Share price | Unternehmensnetzwerk | Business network | Aktienmarkt | Stock market | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.01.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015074466