Jump risk, time-varying risk premia, and technical trading profits
Uložené v:
| Hlavný autor: | |
|---|---|
| Ďalší autori: | |
| Médium: | Kniha |
| Jazyk: | English |
| Vydavateľské údaje: |
Atlanta
Federal Reserve Bank of Atlanta
1997
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| Edícia: | Working Paper
97-17 |
| Predmet: | |
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MARC
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| 245 | 1 | 0 | |a Jump risk, time-varying risk premia, and technical trading profits |c Chenyang Feng and Stephen D. Smith |
| 264 | 1 | |a Atlanta |b Federal Reserve Bank of Atlanta |c 1997 | |
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| 490 | 1 | |a Working Paper |v 97-17 | |
| 830 | 0 | |a Working Paper |v 97-17 | |
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| 610 | 2 | 0 | |a kurz devízový |
| 610 | 2 | 0 | |a kurz menový |
| 100 | 1 | |a Feng, Chenyang | |
| 700 | 1 | |a Smith, Stephen D. | |