Jumps and betas : a new framework for disentangling and estimating systematic risks
Viktor Todorov; Tim Bollerslev
| Year of publication: |
2010
|
|---|---|
| Authors: | Todorov, Viktor ; Bollerslev, Tim |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 157.2010, 2, p. 220-235
|
| Subject: | CAPM | Risiko | Risk | Betafaktor | Beta risk | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility |
| 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/10008663039