Momentum and default risk : some results using the jump component
Ana González-Urteaga, Luis Muga, Rafael Santamaria (Public University of Navarre, Spain)
| Year of publication: |
July 2015
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|---|---|
| Authors: | González-Urteaga, Ana ; Muga, Luis ; Santamaría Aquilué, Rafael |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 40.2015, p. 185-193
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| Subject: | Jumps | Momentum | Default risk | Behavioral finance | Anlageverhalten | Behavioural finance | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Optionspreistheorie | Option pricing theory | Momentenmethode | Method of moments | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.05.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475738