Work

Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1150066

Authors: Viktor Todorov, Tim Bollerslev

Institutions: Northwestern University, National Bureau of Economic Research, Duke University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2134807741

Cites: 62

Cited by: 51

Related to: 10