Dynamic Jump Intensities and Risk Premia : Evidence from S&P500 Returns and Options
Year of publication: |
[2012]
|
---|---|
Authors: | Christoffersen, Peter |
Other Persons: | Jacobs, Kris (contributor) ; Ornthanalai, Chayawat (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1101733 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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