Do jumps contribute to the dynamics of the equity premium?
Year of publication: |
2013
|
---|---|
Authors: | Maheu, John M. ; McCurdy, Thomas H. ; Zhao, Xiaofei |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 110.2013, 2, p. 457-477
|
Publisher: |
Elsevier |
Subject: | Jumps | Higher-order moments | Skewness | Kurtosis | Equity premium |
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