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Risk Premia and Lévy Jumps: Theory and Evidence*.

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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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An: 164351363
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  Data: Risk Premia and Lévy Jumps: Theory and Evidence*.
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1093/jjfinec/nbab020
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      – Code: eng
        Text: English
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        PageCount: 42
        StartPage: 810
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      – TitleFull: Risk Premia and Lévy Jumps: Theory and Evidence*.
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            NameFull: Fallahgoul, Hasan
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            NameFull: Hugonnier, Julien
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            – D: 01
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              Text: Summer2023
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              Y: 2023
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