Cross-section stock return and implied covariance between jump and diffusive volatility
Samuel Y. M. Ze-to
| Year of publication: |
2015
|
|---|---|
| Authors: | Ze-To, Samuel Yau Man |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 5, p. 379-390
|
| Subject: | option-implied covariance | implied volatility | cross-sectional stock return | Volatilität | Volatility | Kapitaleinkommen | Capital income | Korrelation | Correlation | Optionspreistheorie | Option pricing theory | CAPM | Börsenkurs | Share price |
| 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/10011318319