Realized volatility, jump and beta : evidence from Canadian stock market
Year of publication: |
2021
|
---|---|
Authors: | Gajurel, Dinesh ; Chowdhury, Biplob |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 55, p. 6376-6397
|
Subject: | Financial markets | jumps | stock price process | systematic risk | volatility | Volatilität | Volatility | Börsenkurs | Share price | Kanada | Canada | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | CAPM | Betafaktor | Beta risk | Schätzung | Estimation | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
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