Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G50 / rank | |||
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Property / Mathematics Subject Classification ID: 91B25 / rank | |||
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Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number: 6683477 / rank | |||
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asset pricing | |||
Property / zbMATH Keywords: asset pricing / rank | |||
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stock return and idiosyncratic volatility | |||
Property / zbMATH Keywords: stock return and idiosyncratic volatility / rank | |||
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real options | |||
Property / zbMATH Keywords: real options / rank | |||
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stochastic volatility | |||
Property / zbMATH Keywords: stochastic volatility / rank | |||
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regime-switching | |||
Property / zbMATH Keywords: regime-switching / rank | |||
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mixed jump-diffusion | |||
Property / zbMATH Keywords: mixed jump-diffusion / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W3121762229 / rank | |||
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Property / cites work | |||
Property / cites work: The Impact of Uncertainty Shocks / rank | |||
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Latest revision as of 10:48, 13 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Stochastic idiosyncratic cash flow risk and real options: implications for stock returns |
scientific article |
Statements
Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (English)
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10 February 2017
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asset pricing
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stock return and idiosyncratic volatility
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real options
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stochastic volatility
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regime-switching
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mixed jump-diffusion
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