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 |