Heterogeneity effect of positive and negative jumps on the realized volatility : evidence from China
Year of publication: |
2024
|
---|---|
Authors: | Song, Yuping ; Huang, Jiefei ; Zhang, Qichao ; Xu, Yang |
Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 136.2024, Art.-No. 106745, p. 1-18
|
Subject: | Emerging sectors | Jump volatility | Quantile regression | Traditional sectors | Volatilität | Volatility | China | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income |
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