An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets
Haigang Zhou; John Qi Zhu
| Year of publication: |
2012
|
|---|---|
| Authors: | Zhou, Haigang ; Zhu, John Qi |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 20.2012, 5, p. 857-880
|
| Subject: | Volatilität | Volatility | China | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income | CAPM | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Börsenkurs | Share price |
| 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/10009619749