Internationally correlated jumps
Kuntara Pukthuanthong; Richard Roll
| Year of publication: |
2015
|
|---|---|
| Authors: | Pukthuanthong, Kuntara ; Roll, Richard |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 5.2015, 1, p. 92-111
|
| Subject: | Diversification | Jumps | correlation | Korrelation | Correlation | Volatilität | Volatility | Diversifikation | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011318433