The impact of jumps in volatility and returns
Year of publication: |
2003
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Authors: | Eraker, Bjørn ; Johannes, Michael ; Polson, Nicholas G. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 3, p. 1269-1300
|
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Aktienindex | Stock index | USA | United States | 1980-1999 |
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