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~person:"Campbell, John Y."
~person:"Jacobs, Kris"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Research Report"
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Stochastic process
Risikoprämie
26
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Campbell, John Y.
Jacobs, Kris
Christoffersen, Peter F.
3
Lin, Shih-kuei
3
Ornthanalai, Chayawat
3
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2
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A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
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2
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
3
Asset pricing at the millennium
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1515-1567
Persistent link: https://www.econbiz.de/10001505403
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