Dynamic illiquid asset pricing using low frequency accounting information for understanding size-effect anomaly
Rohit Malhotra
| Year of publication: |
2018
|
|---|---|
| Authors: | Malhotra, Rohit |
| Published in: |
Indian journal of economics & business : IJEB. - New Delhi : Serials Publ., ISSN 0972-5784, ZDB-ID 2136804-1. - Vol. 17.2018, 1, p. 123-138
|
| Subject: | EWMA volatility | Model (others) | Model (CMD) | Smoothed bootstrapped volatility | Credit rating migration | Volatilität | Volatility | Theorie | Theory | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | 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/10012649130