An Empirical Examination of Jump Risk in U.S Equity and Bond Markets
Year of publication: |
2018
|
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Authors: | Dunham, Lee M. |
Other Persons: | Friesen, Geoffrey C. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Rentenmarkt | Bond market | Finanzmarkt | Financial market | Risikoprämie | Risk premium | Volatilität | Volatility | Risiko | Risk |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: North American Actuarial Journal, Vol. 11, pp. 76-91, October 2007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 19, 2011 erstellt Volltext nicht verfügbar |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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