Jumps and betas: A new framework for disentangling and estimating systematic risks

Viktor Todorov, Tim Bollerslev

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@article{d6160d5f53bc40309da8974f80b6ff89,

title = "Jumps and betas: A new framework for disentangling and estimating systematic risks",

author = "Viktor Todorov and Tim Bollerslev",

year = "2010",

doi = "10.1016/j.jeconom.2009.11.010",

language = "English",

volume = "157",

pages = "220--235",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

}