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1 Ergebnisse
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Realized semibetas:Disentangling "good" and "bad" downside ..:
Bollerslev, Tim
;
Patton, Andrew J
;
Quaedvlieg, Rogier
Bollerslev , T , Patton , A J & Quaedvlieg , R 2021 , ' Realized semibetas : Disentangling "good" and "bad" downside risks ' , Journal of Financial Economics , vol. 144 , no. 1 , pp. 227-246 . https://doi.org/10.1016/j.jfineco.2021.05.056. , 2021
Link:
https://pure.eur.nl/en/publications/669a40fc-70d3-4768..
RT Journal T1 <Title>Realized semibetas:Disentangling "good" and "bad" downside risks</Title> UL https://suche.suub.uni-bremen.de/peid=base-fturottercrispub:oai:pure.eur.nl:publications_669a40fc-70d3-4768-b2cf-706d4ee3e4a3&Exemplar=1&LAN=DE A1 Bollerslev, Tim A1 Patton, Andrew J A1 Quaedvlieg, Rogier YR 2021 JF Bollerslev , T , Patton , A J & Quaedvlieg , R 2021 , ' Realized semibetas : Disentangling "good" and "bad" downside risks ' , Journal of Financial Economics , vol. 144 , no. 1 , pp. 227-246 . https://doi.org/10.1016/j.jfineco.2021.05.056 LK http://dx.doi.org/https://pure.eur.nl/en/publications/669a40fc-70d3-4768-b2cf-706d4ee3e4a3 DO https://pure.eur.nl/en/publications/669a40fc-70d3-4768-b2cf-706d4ee3e4a3 SF ELIB - SuUB Bremen
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