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Volatility
3
Volatilität
3
Jump risk
2
Risiko
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Bitcoin
1
Bitcoin futures
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Börsenkurs
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Correlated jump risk
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High-water mark
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Hong Kong
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Jump-diffusion processes
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Option pricing theory
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Optionspreistheorie
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Power exchange options
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Mu, Congming
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Peng, Zhe
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Finance research letters
Journal of empirical finance
5
Journal of banking & finance
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Hannover Economic Papers (HEP)
3
International review of financial analysis
3
Journal of financial markets
3
Applied economics
2
Asia-Pacific journal of financial studies
2
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Management Science
2
Review of quantitative finance and accounting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of Finance
1
Annual review of financial economics
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Asia-Pacific Financial Markets
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CEPR Discussion Papers
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CIRANO Working Papers
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Center for Mathematical Economics Working Papers
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Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Economic modelling
1
European journal of operational research : EJOR
1
Finance and Stochastics
1
HUI Working Papers
1
Insurance / Mathematics & economics
1
International journal of financial services management : IJFSM
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Journal of Banking & Finance
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Journal of Empirical Finance
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Journal of accounting & management information systems : JAMIS
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Journal of financial stability
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Journal of international money and finance
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Les Cahiers de Recherche
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Manchester Business School Working Paper
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1
Does the
jump
risk
in the US market matter for Japan and Hong Kong? : an investigation on the REIT market
He, Chi-Wei
;
Chang, Kuang-Liang
;
Wang, Yung-Jang
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436527
Saved in:
2
Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? : evidence from GARCH-jump models
Zhang, Chuanhai
;
Chen, Haicui
;
Peng, Zhe
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013553852
Saved in:
3
Optimal risk taking under high-water mark contract with
jump
risk
Mu, Congming
;
Yan, Jingzhou
;
Liang, Zhian
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012486101
Saved in:
4
Pricing power exchange options with correlated
jump
risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
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