المؤلفون: Bonaccolto G., Caporin M., Zambon N.

المساهمون: Bonaccolto, G., Caporin, M., Zambon, N.

مصطلحات موضوعية: cross-sectional jump diffusion, multiple co-jump, systematic jump, systemic jump, systemic risk

وصف الملف: STAMPA

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000599660600001; volume:27; issue:11; firstpage:1098; lastpage:1116; numberofpages:19; journal:EUROPEAN JOURNAL OF FINANCE; http://hdl.handle.net/11577/3398266; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85097448053

الاتاحة: http://hdl.handle.net/11577/3398266
https://doi.org/10.1080/1351847X.2020.1856704

المؤلفون: Nancy Zambon, Giovanni Bonaccolto, Massimiliano Caporin

مصطلحات موضوعية: systematic jumps, 050208 finance, Computer science, 05 social sciences, Economics, Econometrics and Finance (miscellaneous), cross-sectional jump diffusion, systemic jumps, Identification (information), Cross section (physics), multiple co-jumps, systemic risk, 0502 economics and business, Econometrics, Systemic risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eca2468aeca60a8a45611c0bc81b4bd0
http://hdl.handle.net/11577/3398266