Deducing the Implications of Jump Models for the Structure...

Journal of Business and Economic Statistics 2010 / 07 Vol. 28; Iss. 3

Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes

Bakshi, Gurdip, Madan, Dilip, Panayotov, George
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Volume:
28
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/jbes.2009.06176
Date:
July, 2010
File:
PDF, 218 KB
english, 2010
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