An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets

Pacific Basin Finance Journal

Volumn 20, Issue 5, 2012, Pages 857-880

  Zhou, Haigang ^a   Zhu, John Qi ^b  

^a CLEVELAND STATE UNIVERSITY   (United States)

^b Shanghai Jiao Tong University   (China)

Author keywords

Beta; Brownian; Continuous; Decomposition; Realized volatility

Indexed keywords

EID: 84863104102     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2009.05.005     Document Type: Article

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