A Comment on Christofferson, Jacobs, and Ornthanalia (2012), "Dynamic jump intensities and risk premiums: Evidence from S&P 500 returns and options", Garland Durham, John Geweke, Pulak Ghosh
Garland Bennett Durham

A Comment on Christofferson, Jacobs, and Ornthanalia (2012), "Dynamic jump intensities and risk premiums: Evidence from S&P 500 returns and options", Garland Durham, John Geweke, Pulak Ghosh
Finance