Are jumps in stock returns diversifiable? : Evidence and implications for option pricing
Year of publication: |
1994
|
---|---|
Authors: | Kim, Myung-jig |
Other Persons: | Oh, Young-ho (contributor) ; Brooks, Robert (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 29.1994, 4, p. 609-631
|
Subject: | Index-Futures | Index futures | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | 1985-1990 |
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