Francesco Poli

University of Padua

Via 8 Febbraio

Padova, 2-35122

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

67

TOTAL CITATIONS

0

Scholarly Papers (1)

Cross-Company Jump Spillover and the Role of News

Number of pages: 87 Posted: 02 Nov 2023
Francesco Poli and Massimiliano Caporin
University of Padua and University of Padua - Department of Statistical Sciences
Downloads 41 (846,471)

Abstract:

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price jumps, spillover jumps, economic sectors, volatility persistence, news data

Cross-Company Jump Spillover and the Role of News

Number of pages: 130 Posted: 14 Apr 2023
Francesco Poli and Massimiliano Caporin
University of Padua and University of Padua - Department of Statistical Sciences
Downloads 26 (984,310)

Abstract:

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price jumps, spillover jumps, economic sectors, volatility persistence, newsdata