An empirical investigation of continuous-time equity return models
Torben G. Andersen; Luca Benzoni, and Jesper Lund
| Year of publication: |
2002
|
|---|---|
| Authors: | Andersen, Torben ; Benzoni, Luca ; Lund, Jesper |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 57.2002, 3, p. 1239-1284
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Schätzung | Estimation | USA | United States | 1953-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001684993