Pages that link to "Item:Q5019769"
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The following pages link to An Empirical Examination of Jump Risk in U.S. Equity And Bond Markets (Q5019769):
Displaying 4 items.
- Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) (← links)
- Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession (Q5139429) (← links)