Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhou, Chunyang ; Wu, Chongfeng ; Xu, Weidong |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 40.2019, 3 (22.11.), p. 460-478
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22075 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012189104