International Review of Economics & Finance · 2019 · 12 citations · 55 references
BusinessFinanceRisk ManagementEconometricsFinancial EconomicsPortfolio ManagementAsset Return ModelingFinancial RiskPortfolio Risk ManagementPortfolio TheoryRisk-return AnalysisVolatility ModelingJump Risk MeasurementJump VolatilityJump-diffusion ModelsJump-diffusion Volatility ModelsPortfolio Risk Estimation
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Risk, Return, and Equilibrium: Empirical Tests
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