Realized volatility, jump and beta : evidence from Canadian stock market
Dinesh Gajurel, Biplob Chowdhury
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Gajurel, Dinesh ; Chowdhury, Biplob |
| Publisher: |
[Hobart, Tasmania] : University of Tasmania |
| Subject: | Financial markets | stock price process | jumps | volatility | systematic risk | Volatilität | Volatility | Börsenkurs | Share price | CAPM | Kanada | Canada | Finanzmarkt | Financial market | Betafaktor | Beta risk | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market |
freely available
| Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
|---|---|
| Series: | Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania. - [Hobart] : [Verlag nicht ermittelbar], ZDB-ID 2786951-9. - Vol. N 2020, 11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 978-1-922352-74-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012317084