A Note on the Hansen-Jagannathan Volatility Bounds
Year of publication: |
2001-03-01
|
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Authors: | Rey, David Michael ; Seiler, Daniel |
Published in: | |
Subject: | Preispolitik | pricing policy | Stochastik | Korrelation | Default Correlations |
Extent: | 407552 bytes 16 p. application/pdf |
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Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate statistics and corporate cost accounting ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Reports, Studies ; Global Resources |
Source: | USB Cologne (business full texts) |
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