Jumps, cojumbs and macro announcements
Year of publication: |
2011
|
---|---|
Authors: | Lahaye, Jérôme ; Laurent, Sébastien ; Neely, Christopher J. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 26.2011, 6, p. 893-921
|
Subject: | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Börsenkurs | Share price |
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