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  • Search: subject:"Overlapping and non-overlapping trading hours"
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Aktienindex 1 Aktienmarkt 1 Ansteckungseffekt 1 Autocorrelation 1 Autokorrelation 1 Börsenkurs 1 Contagion effect 1 Estimation 1 Jump contagion effect 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Nonparametric test 1 Overlapping and non-overlapping trading hours 1 Realized volatility 1 Schätzung 1 Share price 1 Stock index 1 Stock market 1 Theorie 1 Theory 1 Threshold autoregressive models 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cheffou, Abdoulkarim Idi 1 Jawadi, Fredj 1 Louhichi, Waël 1
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Journal of financial markets 1
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ECONIS (ZBW) 1
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Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Journal of financial markets 26 (2015), pp. 64-84
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