Vytlačiť
1. Jump risk, time-varying risk premia, and technical trading profits
| SYS | c100212 | |
|---|---|---|
| LBL | ^^^^^nam^^22^^^^^^^^450^ | |
| 005 | 20221124074731.2 | |
| 100 | $a 19980312j m 0sloy03 ba | |
| 101 | 0- | $a eng |
| 102 | $a US | |
| 200 | 1- | $a Jump risk, time-varying risk premia, and technical trading profits $f Chenyang Feng and Stephen D. Smith |
| 210 | $a Atlanta $c Federal Reserve Bank of Atlanta $d 1997 | |
| 215 | $a 9 s. | |
| 225 | 2- | $a Working Paper $v 97-17 |
| 610 | 1- | $a zisk obchodný $9 eu_un_auth*h0007504 |
| 610 | 1- | $a riziko $9 eu_un_auth*h0005444 |
| 610 | 1- | $a ceny $9 eu_un_auth*h0001376 |
| 610 | 1- | $a aktíva $9 eu_un_auth*h0001056 |
| 610 | 1- | $a kurz devízový $9 eu_un_auth*h0002990 |
| 610 | 1- | $a kurz menový $9 eu_un_auth*h0002992 |
| 675 | $a 339.15 $v 1. stred. $z slo $T . $3 eu_un_auth*h0000185 $x Výnosy z obchodnej činnosti | |
| 700 | -1 | $a Feng $b Chenyang $3 eu_un_auth*p0048646 $4 070 |
| 701 | -1 | $a Smith $b Stephen D. $3 eu_un_auth*p0027507 $4 070 |
| 801 | -0 | $a SK $b BA004 $c 19980312 $g AACR2 |