Cross‐Section Stock Return and Implied Covariance between Jump and Diffusive Volatility (Q4687551)
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scientific article; zbMATH DE number 6952459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross‐Section Stock Return and Implied Covariance between Jump and Diffusive Volatility |
scientific article; zbMATH DE number 6952459 |
Statements
Cross‐Section Stock Return and Implied Covariance between Jump and Diffusive Volatility (English)
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12 October 2018
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option-implied covariance
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implied volatility
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future returns
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0.8125580549240112
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0.7623377442359924
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0.7194794416427612
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0.7191063761711121
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