The threshold effect in expected volatility : a model based on asymmetric information
François M. Login
| 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 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001227975