Risk Premia and Lévy Jumps: Theory and Evidence*.
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| Title: | Risk Premia and Lévy Jumps: Theory and Evidence*. |
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| 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 |
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| DOI: | 10.1093/jjfinec/nbab020 |