Time-varying jump risk premia in stock index futures returns
Chan, Wing Hong; Liling Feng
| Year of publication: |
2012
|
|---|---|
| Authors: | Hong, Chan, Wing ; Feng, Liling |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 7, p. 639-659
|
| Subject: | Risikoprämie | Risk premium | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price |
| 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/10010218791