مرکز منطقه ای اطلاع رساني علوم و فناوري - Regularities in volatility and the price of risk following large stock market movements in the US and Japan

Title of article :

Regularities in volatility and the price of risk following large stock market movements in the US and Japan

Author/Authors :

Alex Kane، نويسنده , , Bruce N. Lehmann، نويسنده , , Robert R. Trippi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

To page :

Keywords :

Jumps , Volatility , Price of risk

Journal title :

Journal of International Money and Finance

Serial Year :

2000

Journal title :

Journal of International Money and Finance

Record number :

191226

Link To Document :