原创力文档基于跳跃行为的中国上市公司股票资产收益和违约风险分析-analysis of stock assets return and default risk of chinese listed companies based on jump behavior.docx
基于跳跃行为的中国上市公司股票资产收益和违约风险分析-analysis of stock assets return and default risk of chinese listed companies based on jump behavior
fromtradeddataoffinancialderivativessuchasstockoptionandcreditswap.But,China’sderivativemarketonlyhasaveryshorthistoryandownssmallamountoftradeddata,sothisschemeisunworkablewhenanalyzingthejumpchangeinthedefaultriskofcompaniesinChina.Ontheotherside,Chinaalsofeaturesarelativelysmallerscaleofbondmarket,facilitiesandsystemofwhichareimperfect.Thedefaultriskpremiumofbondisonlylinkedtothecreditgrade,whichisevaluatedbycreditratingagencyreferringtotheobtainablelimitedfinancingdataandresources.Butthesedataandresourcesusuallycannotwholly,actuallyandimmediatelyreflectvariousexternalinformation,soitalsone
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