Jointly estimating jump beats
Year of publication: |
2014
|
---|---|
Authors: | Polimenis, Vassilis ; Papantonis, Ioannis |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 15.2014, 2, p. 131-148
|
Subject: | Jump beats | Idiosyncratic skewness | Asymmetric betas | Lévy process | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | CAPM | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Martingal | Martingale |
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