Realized semivariances and the variation of signed jumps in China's stock market
Nengsheng Fang, Wen Jiang, and Ronghua Luo
| Year of publication: |
2017
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|---|---|
| Authors: | Fang, Nengsheng ; Jiang, Wen ; Luo, Ronghua |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 3, p. 563-586
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| Subject: | asymmetric predictability | quadratic variation | realized semivariance | short-sale restriction | signed jump | China | Aktienmarkt | Stock market | Volatilität | Volatility | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1095566 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011764316