ETH Zentrum HG-F 42.1
CH-8092 Zurich, 8092
ETH Zürich - Department of Mathematics
Cryptocurrencies; Energy Usage; Coal Mining; Volatility; Extreme Value Modelling
Statistical arbitrage, Jump-diffusion model, Compound Poisson process, Monte Carlo simulation
Airline Disaster; Contagion; Volatility; Reputation Risk; Financial Markets
US Macroeconomic Announcements; Stocks; Liquidity; High-Frequency Data; Trading; Borsa Istanbul
Aviation Disasters; Contagion; Engine Manufacturers; Financial Markets; Reputational Risks; Tourism; Transport
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: IRFI.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This page was processed by aws-apollo1 in 0.500 seconds