Cross-section stock return and implied covariance between jump and diffusive volatility

Samuel Y M Ze-To*

*Corresponding author for this work

    Research output: Contribution to journalJournal articlepeer-review

    Fingerprint

    Dive into the research topics of 'Cross-section stock return and implied covariance between jump and diffusive volatility'. Together they form a unique fingerprint.

    Keyphrases

    Economics, Econometrics and Finance