It takes a model to beat a model : volatility bounds
Ludan Liu
| Year of publication: |
2008
|
|---|---|
| Authors: | Liu, Ludan |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 1, p. 80-110
|
| Subject: | CAPM | Volatilität | Volatility | Momentenmethode | Method of moments | Theorie | Theory |
| 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/10003693004