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Search: subject:"Return jumps"
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Capital income
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Return jumps
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Bakshi, Gurdip S.
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Liu, Anqi
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Journal of risk finance : the convergence of financial products and insurance
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ECONIS (ZBW)
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Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors
Yang Yang
;
Fan, Yahui
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 361-382
Persistent link: https://www.econbiz.de/10014520551
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2
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
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3
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
Yang, Steve Y.
;
Liu, Anqi
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 295-310
Persistent link: https://www.econbiz.de/10011906342
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4
Sensitivity analysis of market and stock returns by considering positive and negative jumps
Theodosiadou, Qurania
;
Polimenis, Vassilis
;
Tsaklidis, …
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
4
,
pp. 456-472
Persistent link: https://www.econbiz.de/10011572490
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