An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes
Author(s)
Bibliographic Information
An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes
（IMES discussion paper series, 2010-E-9）
Institute for Monetary and Economic Studies, Bank of Japan, 2010
- Other Title
-
IMES
Available at / 2 libraries
-
No Libraries matched.
- Remove all filters.
Search this Book/Journal
Note
Cover title
Bibliography: p. 34-36