Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411): Difference between revisions
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Revision as of 01:37, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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