Time‐varying jump risk premia in stock index futures returns
Year of publication: |
2012
|
---|---|
Authors: | Chan, Wing Hong ; Feng, Liling |
Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 7, p. 639-659
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Saved in favorites
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