Equity indices' returns : contingent claims on GDP stochastic movements
Thomas S.Y. Ho and Sang Bin Lee
| Year of publication: |
2015
|
|---|---|
| Authors: | Ho, Thomas S. Y. ; Yi, Sang-bin |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 2, p. 94-110
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| Subject: | Macro-finance | stock indices | contingent claim model | dynamic stochastic macroeconomic factors | Aktienindex | Stock index | Stochastischer Prozess | Stochastic process | CAPM | Wirtschaftsindikator | Economic indicator | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility |
| 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/10011635322