The explanatory power of signed jumps for the risk-return tradeoff
Year of publication: |
2013-04-18
|
---|---|
Authors: | Sévi, Benoît ; Baena, César |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 33.2013, 2, p. 1029-1046
|
Publisher: |
AccessEcon |
Subject: | risk-return tradeoff | ICAPM | realized volatility | signed jumps |
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