股票中的跳跃风险
登录后收藏学术论文
In Search of Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns
Martijn Cremers; Michael Halling; David Weinbaum
University of Notre Dame
European Corporate Governance Institute- ECGI
University of Luxembourg- Syracuse University
本篇策略设有付费墙
付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。