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Beta

Beta. By Hao Sun. JPM: Realized Beta. JPM: Bi-Power Beta. JPM Beta: Relative Contribution of Jumps. Price Jump: Merger. Realized vs . Bi-power Beta. JPM: Realized Beta. JPM: Bi-Power Beta. JPM Beta: Relative Contribution of Jumps. Realized vs. Bi-Power Beta.

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Beta

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  1. Beta By Hao Sun

  2. JPM: Realized Beta

  3. JPM: Bi-Power Beta

  4. JPM Beta: Relative Contribution of Jumps

  5. Price Jump: Merger

  6. Realized vs. Bi-power Beta

  7. JPM: Realized Beta

  8. JPM: Bi-Power Beta

  9. JPM Beta: Relative Contribution of Jumps

  10. Realized vs. Bi-Power Beta

  11. JPM&SPFU: Realized Covariance (w/o 0’s) 326.74

  12. JPM&SPFU: Bi-Power Covariance (w/o 0’s) 319.31

  13. Relative Contribution of Jumps

  14. BAC&SPFU: Realize Covariance

  15. BAC&SPFU: Bi-Power Covariance

  16. Relative Contribution of Jumps

  17. BAC: Realized Beta

  18. BAC: Bi-Power Beta

  19. BAC Beta: Relative Contribution of Jumps

  20. Realized vs. Bi-Power Beta

  21. BAC: Realized Risks

  22. BAC: Bi-Power Risks

  23. JPM: Realized Risks

  24. JPM: Bi-Power Risks

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