Work

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

Year: 2009

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/j.pacfin.2009.05.005

Authors: Haigang Zhou, John Qi Zhu

Institutions: Cleveland State University, Shanghai Jiao Tong University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2012647296

FWCI: 1.127

Cites: 46

Cited by: 46

Related to: 10