A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market
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DOI: 10.1016/j.jbef.2020.100418
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More about this item
Keywords
Complex network analysis; Intraday returns; Realised jumps; Realised volatility; Jump risk;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-NET-2022-12-19 (Network Economics)
- NEP-RMG-2022-12-19 (Risk Management)
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