Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes (Q5392715)
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scientific article; zbMATH DE number 5877725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes |
scientific article; zbMATH DE number 5877725 |
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Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes (English)
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13 April 2011
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arrival rates
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crashes
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extremes
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jump structure
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Lévy measure
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limit law
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spure-jump price processes
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rallies
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