Jumps and betas: A new framework for disentangling and estimating systematic risks
| Year of publication: |
2010
|
|---|---|
| Authors: | Todorov, Viktor ; Bollerslev, Tim |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 157.2010, 2, p. 220-236
|