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  • Search: subject:"jump-diffusion beta ratio"
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Year of publication
Subject
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2002-2012 1 Beta risk 1 Betafaktor 1 CAPM 1 Estimation 1 Japan 1 Japanese banks 1 Schätzung 1 diffusion beta 1 jump beta 1 jump-diffusion beta ratio 1 quantile regression 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Chowdhury, Biplob 1 Dungey, Mardi H. 1 Jeyasreedharan, Nagaratnam 1
Published in...
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Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania 1
Source
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ECONIS (ZBW) 1
Showing 1 - 1 of 1
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Quantile relationships between standard, diffusion and jump betas across Japanese banks
Chowdhury, Biplob; Jeyasreedharan, Nagaratnam; Dungey, … - 2017
Persistent link: https://www.econbiz.de/10011710983
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