Navigating the architecture of overnight jumps: a t-stable power series approach to information shocks and market resilience

Risk Management 2026

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Authors: Yuancheng Si, Zili Zhang, Saralees Nadarajah

DOI: 10.1057/s41283-026-00231-w

Cited by: 1

References: 26

Fields of Study & Subjects

Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling Financial Markets and Investment Strategies

References 26