The Fine Structure of Asset Returns: An Empirical Investigation

Keyphrases

• Neutral Processes 100%
• Risk-neutral 100%
• Asset Returns 100%
• Infinite Activity 100%
• Option Data 50%
• Jump Component 50%
• Pure Jump Process 50%
• Infinite Variation 50%
• Individual Stocks 50%
• Finite Variation 50%
• Equity Prices 50%
• Finite Activity 50%
• Activity Variation 50%

Economics, Econometrics and Finance

• Capital Market Returns 100%
• Time Series 50%