Jump and Volatility Risk Premia: Empirical Estimations Following Tail Events
Galai, Dan, Kedar-Levy, Haim, Schreiber, Ben Z.Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2089435
File:
PDF, 970 KB
english, 2012