Self-exciting jumps, learning, and asset pricing implications
Andras Fulop; Junye Li; Jun Yu
| Year of publication: |
2015
|
|---|---|
| Authors: | Fulop, Andras ; Li, Junye ; Yu, Jun |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 28.2015, 3, p. 876-912
|
| Subject: | CAPM | Börsenkurs | Share price | Volatilität | Volatility | Sequentialtest | Sequential test | Clusteranalyse | Cluster analysis | Aktienindex | Stock index | USA | United States | 1980-2012 |
| 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/10011337555