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Search: subject:"swap variance"
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swap variance
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Examining the role of jumps on the returns and integrated volatility of emerging Asian stock markets during global financial crises and Covid-19 : an application of the
swap
varian...
Zada, Hassan
;
Ullah, Mirzat
;
Kazi Sohag
- In:
The journal of asset management : a major new, …
26
(
2025
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10015331020
Saved in:
2
Do jumps matter in both equity market returns and integrated volatility: A comparison of Asian developed and emerging markets
Zada, Hassan
;
Hassan, Arshad
;
Wong, Wing Keung
- In:
Economies
9
(
2021
)
2
,
pp. 1-26
purpose, we use the
swap
variance
(SwV) approach to identify monthly jumps and estimated realized volatility in prices for …
Persistent link: https://www.econbiz.de/10013199830
Saved in:
3
Do jumps matter in both equity market returns and integrated volatility : a comparison of Asian developed and emerging markets
Zada, Hassan
;
Hassan, Arshad
;
Wong, Wing Keung
- In:
Economies : open access journal
9
(
2021
)
2
,
pp. 1-26
purpose, we use the
swap
variance
(SwV) approach to identify monthly jumps and estimated realized volatility in prices for …
Persistent link: https://www.econbiz.de/10012548334
Saved in:
4
Inadequate stock price reactions : evidence from Prague Stock Exchange
Benada, Luděk
;
Marek, Lukáš
- In:
Finance a úvěr
70
(
2020
)
4
,
pp. 332-349
Persistent link: https://www.econbiz.de/10012320585
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