The world price of jumo and volatility risk
Joost Driessen; Pascal Maenhout
| Year of publication: |
2013
|
|---|---|
| Authors: | Driessen, Joost ; Maenhout, Pascal J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 2, p. 518-536
|
| Subject: | Equity index options | Jumps | Volatility | International integration | Volatilität | Welt | World | Index-Futures | Index futures | CAPM | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009705629