An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes

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Bibliographic Information

Title
"An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes"
Statement of Responsibility
Yoshihiko Sugihara and Nobuyuki Oda
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2010
Book size
30 cm
Other Title
  • IMES

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Notes

Cover title

Bibliography: p. 34-36

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