Price dynamics of individual stocks : jumps and information
Year of publication: |
2021
|
---|---|
Authors: | Xiao, Yuewen ; Zhao, Jing |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-8
|
Subject: | Information-based trading | Jump-diffusion model | Pure diffusion model | Stock price | Theorie | Theory | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Asymmetrische Information | Asymmetric information | Aktienmarkt | Stock market | Schätzung | Estimation |
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