Browsing by Subject Risk Premiums

Showing results 1 to 1 of 1
Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
2015A comment on Christoffersen, Jacobs, and Ornthanalai (2012), “Dynamic jump intensities and risk premiums: Evidence from S&P 500 returns and options-Durham, Garland ; Geweke, John ; Ghosh, Pulak Journal of Financial EconomicsVol.115Iss.1210-214p.