Pricing volatility of stock returns with volatile and persistent components
Year of publication: |
2009
|
---|---|
Authors: | Zhu, Jie |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 23.2009, 3, p. 243-269
|
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Theorie | Theory | Ostasien | East Asia |
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