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Published byBruce Rogers Modified over 9 years ago
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Beta By Hao Sun
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JPM: Realized Beta
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JPM: Bi-Power Beta
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JPM Beta: Relative Contribution of Jumps
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Price Jump: Merger
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Realized vs. Bi- power Beta
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JPM: Realized Beta
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JPM: Bi-Power Beta
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JPM Beta: Relative Contribution of Jumps
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Realized vs. Bi-Power Beta
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JPM&SPFU: Realized Covariance (w/o 0’s)
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JPM&SPFU: Bi-Power Covariance (w/o 0’s)
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Relative Contribution of Jumps
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BAC&SPFU: Realize Covariance
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BAC&SPFU: Bi-Power Covariance
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Relative Contribution of Jumps
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BAC: Realized Beta
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BAC: Bi-Power Beta
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BAC Beta: Relative Contribution of Jumps
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Realized vs. Bi-Power Beta
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BAC: Realized Risks
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BAC: Bi-Power Risks
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JPM: Realized Risks
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JPM: Bi-Power Risks
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