//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Idiosyncratic jumps"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Idiosyncratic jumps
4
Volatility
4
Volatilität
4
Capital income
2
Co-jump
2
Co-volatility
2
Estimation
2
High-frequency finance
2
Kapitaleinkommen
2
Microstructure noise
2
Non-synchronous trading
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Arbitrage
1
Asset allocation
1
Bias
1
Börsenkurs
1
Commodity derivative
1
Derivative
1
Diversification
1
Diversifikation
1
Foreign portfolio investment
1
Home bias
1
Idiosyncratic risk
1
International financial market
1
International portfolio diversification
1
Internationaler Finanzmarkt
1
Ito semi-martingale
1
Itô semi-martingale
1
Jump news
1
Limits to arbitrage
1
Market microstructure
1
Markov chain
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chang, Kuang-Liang
1
Lee, Chingnun
1
Published in...
All
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->