Time-Varying Continuous and Jump Betas : The Role of Firm Characteristics and Periods of Stress
Year of publication: |
2019
|
---|---|
Authors: | Alexeev, Vitali |
Other Persons: | Dungey, Mardi H. (contributor) ; Yao, Wenying (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | CAPM | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Empirical Finance, Vol. 40, pp.1-19, 2017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 19, 2016 erstellt |
Classification: | c58 ; G11 - Portfolio Choice ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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