Risk Premia and Lévy Jumps: Theory and Evidence*.

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Bibliographic Details
Title: Risk Premia and Lévy Jumps: Theory and Evidence*.
Authors: Fallahgoul, Hasan1 (AUTHOR), Hugonnier, Julien2 (AUTHOR), Mancini, Loriano3 (AUTHOR) loriano.mancini@usi.ch
Source: Journal of Financial Econometrics. Summer2023, Vol. 21 Issue 3, p810-851. 42p.
Database: Business Source Ultimate
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ISSN:14798409
DOI:10.1093/jjfinec/nbab020