1. Jump risk, time-varying risk premia, and technical trading profits
Title | Jump risk, time-varying risk premia, and technical trading profits |
---|---|
Author info | Chenyang Feng and Stephen D. Smith |
Author | Feng Chenyang |
Co-authors | Smith Stephen D. |
Issue data | Atlanta : Federal Reserve Bank of Atlanta , 1997. - 9 s. |
Edition | Working Paper , 97-17 |
Document kind | správy výskumné |
Language | English |
Country of Edition | United States of America |
systematics | 339.15 - Výnosy z obchodnej činnosti |
Keywords | zisk obchodný * riziko * ceny * aktíva * kurz devízový * kurz menový |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 744209 |