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頁籤選單縮合
題名 | Realized Jump Risks in the U.S. TB and TIPS Markets=美國通貨連結公債與一般公債市場之跳躍風險探討 |
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作者 | 莊明哲; 徐守德; 林士貴; 吳安琪; | 書刊名 | International Journal of Information and Management Sciences |
卷期 | 28:2 2017.06[民106.06] |
頁次 | 頁a8+133-152 |
分類號 | 564.5952 |
關鍵詞 | 已實現變異; 雙冪次變異; 具跳躍風險之資本資產定價模式; 系統性跳躍風險; 高頻資料; Realized variation; Bi-power variation; CAPM with jump risk; Systematic jump risks; High-frequency data; |
語文 | 英文(English) |