Pages that link to "Item:Q4554739"
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The following pages link to Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics* (Q4554739):
Displaying 8 items.
- Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) (← links)
- Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
- A non-linear dynamic model of the variance risk premium (Q2347731) (← links)
- w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (Q3119590) (← links)
- Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (Q4372002) (← links)
- (Q4925745) (← links)
- Jump factor models in large cross‐sections (Q5208562) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)