Seminar paper
Entry Year106
Paper type會議論文
Paper level其他
Paper title (chapter)Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach
Name of conferenceApplied Financial Modelling Conference
Conference starting time2017-02-02
Conference closing time2017-02-03
Year of publication2017
Name of author (Chinese)Wang, Yi-Chuan
Name of author (English)Wang, Yi-Chuan
AuthorsYi-Hao Lai and Yi-Chiuan Wang
Number of authors2
Author's typeOther
sponsorCentre for Financial Econometrics, Deakin University
Attached File File download Adobe PDF
Language usedEnglish
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