Search Results - subject:"Cojump"

Peng, Weijia; Yao, Chun - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-21

four co-jump tests. The findings indicate that the BLT test and the co-exceedance rule of the LM test outperform other …

Persistent link: https://www.econbiz.de/10014332535

Peng, Weijia; Yao, Chun - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-21

four co-jump tests. The findings indicate that the BLT test and the co-exceedance rule of the LM test outperform other …

Persistent link: https://www.econbiz.de/10013375217

Lian, Yu-Min; Chen, Jun-Home - In: International review of economics & finance : IREF 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014582767

Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: International review of economics & finance : IREF 93 (2024) 2, pp. 503-519

Persistent link: https://www.econbiz.de/10014535585

Li, Chenxing; Maheu, John M. - In: Journal of forecasting 43 (2024) 1, pp. 182-207

Persistent link: https://www.econbiz.de/10014443194

Chen, Kuo-Shing - In: Journal of financial studies : JFS : the official … 32 (2024) 3, pp. 115-159

Persistent link: https://www.econbiz.de/10015080137

Deng, Liling; Xiong, Haifang; Wang, Zhiqiang - In: Electronic commerce research 23 (2023) 1, pp. 115-135

Persistent link: https://www.econbiz.de/10014251590

Song, Shijia; Li, Handong - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014483994

Yeh, Jin-huei; Yun, Mu Shu - In: Pacific-Basin finance journal 82 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014463584

Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 399-410

Persistent link: https://www.econbiz.de/10012655076

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