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Examining the role of jumps on the returns and integrated volatility of emerging Asian stock markets during global financial crises and Covid-19: an application of the swap variance jump approach

Crossref DOI link: https://doi.org/10.1057/s41260-025-00395-2

Published Online: 2025-01-23

Published Print: 2025-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Zada, Hassan https://orcid.org/0000-0003-3347-2867
Ullah, Mirzat https://orcid.org/0000-0003-1517-0611
Sohag, Kazi
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Text and Data Mining valid from 2025-01-23

Version of Record valid from 2025-01-23
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Article History

Revised: 13 December 2024

Accepted: 31 December 2024

First Online: 23 January 2025

Declarations

:

: The author declares no conflicts of interest associated with this research.

: This study does not involve human or animal participants; hence, ethics approval is not applicable.

: During the preparation of this work, the author(s) used [] to check grammatical issues and clarity of sentences. After using this tool/service, the author(s) reviewed and edited the content as needed and take full responsibility for the content of the publication.

: This article does not include any studies involving human participants or animals conducted by the author.

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