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Updated: Jun 16, 2025

New Variations for Strategy Set-shifting in the Rat
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New Variations for Strategy Set-shifting in the Rat

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Cross-company jump spillover and the role of news

Francesco Poli1, Massimiliano Caporin1

  • 1Department of Statistical Sciences, University of Padova, Via C. Battisti 241, Padova, Italy.

Heliyon
|August 16, 2024
PubMed

Keywords:
Economic sectorsNews dataPrice jumpsSpillover jumpsVolatility persistence

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