The world price of jump and volatility risk
Year of publication: |
2013
|
---|---|
Authors: | Driessen, Joost ; Maenhout, Pascal |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 2, p. 518-536
|
Publisher: |
Elsevier |
Subject: | Equity index options | Jumps | Volatility | International integration |
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