Browsing by Subject Risk Premiums
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Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
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2015 | A 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 Economics | Vol.115 | Iss.1 | 210-214p. |