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Cumulative prospect theory for piecewise continuous distributions
Gürtler, Marc; Stolpe, Julia - In: Finance research letters 22 (2017), pp. 5-10
Persistent link: https://www.econbiz.de/10011807938
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The financialization of Chinese commodity markets
Yang, Baochen; Pu, Yingjian; Su, Yunpeng - In: Finance research letters 34 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012437009
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Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.; Prasanna, P. Krishna - In: Finance research letters 25 (2018), pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
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The impact of political risk on return, volatility and discontinuity : evidence from the international stock and foreign exchange markets
Vortelinos, Dimitrios I.; Saha, Shrabani - In: Finance research letters 17 (2016), pp. 222-226
Persistent link: https://www.econbiz.de/10011596530
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When Tether says "jump!" Bitcoin asks "how low?"
Grobys, Klaus; Toan Luu Duc Huynh - In: Finance research letters 47 (2022) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10013459823
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Extreme sentiment and jumps in analyst forecast dispersion
Li, Pan; Zhu, Xiaoneng - In: Finance research letters 62 (2024) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014530870