News arrival, jump dynamics, and volatility components for individual stock returns
Year of publication: |
2004
|
---|---|
Authors: | Maheu, John M. ; McCurdy, Thomas H. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 2, p. 755-793
|
Subject: | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Prognoseverfahren | Forecasting model | USA | United States | Varianzanalyse | Analysis of variance | 1997-2001 |
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