Endogenous jumping and asset price dynamics
Year of publication: |
1998
|
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Authors: | Lim, Guay C. ; Martin, Vance ; Teo, Leslie E. |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 2.1998, 2, p. 213-237
|
Subject: | CAPM | Börsenkurs | Share price | Volatilität | Volatility | Dividende | Dividend | Spekulationsblase | Bubbles | Finanzkrise | Financial crisis | Theorie | Theory | USA | United States | 1987 |
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