U.S. stock market crash risk, 1926–2010
David S. Bates
| Year of publication: |
2012
|
|---|---|
| Authors: | Bates, David S. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 105.2012, 2, p. 229-259
|
| Subject: | Lévy processes | Time-changed Lévy processes | Stock market crashes | Option pricing | Finanzkrise | Financial crisis | Optionspreistheorie | Option pricing theory | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | USA | United States | Volatilität | Volatility | Kapitaleinkommen | Capital income |
| 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/10009666837