Jointly estimating jump beats
Vassilis Polimenis and Ioannis Papantonis
| Year of publication: |
2014
|
|---|---|
| Authors: | Polimenis, Vassilis ; Papantonis, Ioannis |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 15.2014, 2, p. 131-148
|
| Subject: | Jump beats | Idiosyncratic skewness | Asymmetric betas | Lévy process | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | CAPM | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010337468