Cojumps in stock prices : empirical evidence
Dudley Gilder; Mark B. Shackleton; Stephen J. Taylor
| Year of publication: |
2014
|
|---|---|
| Authors: | Gilder, Dudley ; Shackleton, Mark B. ; Taylor, Stephen |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 443-459
|
| Subject: | High-frequency stock prices | Non-parametric jump tests | Realised volatility | Macroeconomic news | Schätzung | Estimation | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010404700