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~person:"Law, Tzuo Hann"
~person:"Renò, Roberto"
~subject:"CAPM"
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Law, Tzuo Hann
Renò, Roberto
Bekaert, Geert
15
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
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2
Price and volatility co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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3
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
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4
The price-volatility feedback rate : an implementable mathematical indicator of market stability
Barucci, Emilio
;
Malliavin, Paul
;
Mancino, Maria Elvira
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001765629
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