Do jumps contribute to the dynamics of the equity premium?
Maheu, John M., McCurdy, Thomas H., Zhao, XiaofeiVolume:
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