• 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
    32
  • From page
    1
  • To page
    32
  • 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=191226