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Notes, Comments and Preliminary results |
Apr 18 2013 |
Benoît Sévi and César Baena |
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The explanatory power of signed jumps for the risk-return tradeoff |
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Abstract Contact Information Citation Full Text - Note |
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Jan 13 2012 |
Benoît Sévi and César Baena |
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A reassessment of the risk-return tradeoff at the daily horizon |
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Abstract Contact Information Citation Full Text - Note |
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Nov 13 2011 |
Benoît Sévi and César Baena |
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Brownian motion vs. pure-jump processes for individual stocks |
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Abstract Contact Information Citation Full Text - Note |
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