Risk, jumps and diversification
Year of publication: |
2008
|
---|---|
Authors: | Bollerslev, Tim ; Law, Tzuo Hann ; Tauchen, George Eugene |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 1, p. 234-256
|
Subject: | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | CAPM | Volatilität | Volatility |
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