Are jumps contagious? : an empirical investigation of jumps transmission mechanisms in the Nasdaq sector indexes
Year of publication: |
2011
|
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Authors: | Ané, Thierry ; Métais, Carole |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 32.2011, 1, p. 11-41
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Subject: | Börsenkurs | Share price | Volatilität | Volatility | Ansteckungseffekt | Contagion effect | New Economy | New economy | 2003-2007 |
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