Pages that link to "Item:Q4838079"
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The following pages link to Measuring Systematic Risk Using Implicit Beta (Q4838079):
Displaying 5 items.
- Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) (← links)
- Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479) (← links)
- Information arrival as price jumps (Q3145035) (← links)
- Structural analysis of portfolio risk using beta impulse response functions (Q4259388) (← links)
- Exchange options under clustered jump dynamics (Q5139207) (← links)