Do jumps matter in both equity market returns and integrated volatility : a comparison of Asian developed and emerging markets
Year of publication: |
2021
|
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Authors: | Zada, Hassan ; Hassan, Arshad ; Wong, Wing Keung |
Published in: |
Economies : open access journal. - Basel : MDPI, ISSN 2227-7099, ZDB-ID 2704214-5. - Vol. 9.2021, 2, Art.-No. 92, p. 1-26
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Subject: | integrated volatility | jumps identification | realized volatility | swap variance | Volatilität | Volatility | Schwellenländer | Emerging economies | Asien | Asia | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Marktintegration | Market integration | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/economies9020092 [DOI] hdl:10419/257250 [Handle] |
Classification: | c58 ; G12 - Asset Pricing ; G15 - International Financial Markets ; D53 - Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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