The threshold effect in expected volatility : a model based on asymmetric information
Year of publication: |
1997
|
---|---|
Authors: | Longin, François M. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 10.1997, 3, p. 817-869
|
Subject: | CAPM | Volatilität | Volatility | Schock | Shock | Theorie | Theory |
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