Browsing by Author
Showing results 1 to 1 of 1
Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
---|---|---|---|---|---|---|---|
2015 | A comment on Christoffersen, Jacobs, and Ornthanalai (2012), “Dynamic jump intensities and risk premiums: Evidence from S&P 500 returns and options | - | Durham, Garland ; Geweke, John ; Ghosh, Pulak | Journal of Financial Economics | Vol.115 | Iss.1 | 210-214p. |