Do jumps contribute to the dynamics of the equity premium?

Do jumps contribute to the dynamics of the equity premium?

Maheu, John M., McCurdy, Thomas H., Zhao, Xiaofei
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
110
Language:
english
Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2013.07.006
Date:
November, 2013
File:
PDF, 1.10 MB
english, 2013
Conversion to is in progress
Conversion to is failed