The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
Year of publication: |
2010
|
---|---|
Authors: | Bakshi, Gurdip ; Wu, Liuren |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 56.2010, 12, p. 2251-2264
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | Nasdaq | risks | market prices of risk | diffusion risk | jump risk | open interest | options |
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