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  • Search: subject:"dynamic stochastic macroeconomic factors"
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Subject
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Aktienindex 1 CAPM 1 Capital income 1 Economic indicator 1 Estimation 1 Kapitaleinkommen 1 Macro-finance 1 Option pricing theory 1 Optionspreistheorie 1 Schätzung 1 Stochastic process 1 Stochastischer Prozess 1 Stock index 1 Volatility 1 Volatilität 1 Wirtschaftsindikator 1 contingent claim model 1 dynamic stochastic macroeconomic factors 1 stock indices 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Ho, Thomas S. Y. 1 Yi, Sang-bin 1
Published in...
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Journal of investment management : JOIM 1
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ECONIS (ZBW) 1
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Equity indices' returns : contingent claims on GDP stochastic movements
Ho, Thomas S. Y.; Yi, Sang-bin - In: Journal of investment management : JOIM 13 (2015) 2, pp. 94-110
Persistent link: https://www.econbiz.de/10011635322
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