Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics* (Q4554739)
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scientific article; zbMATH DE number 6975909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics* |
scientific article; zbMATH DE number 6975909 |
Statements
Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics* (English)
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9 November 2018
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jump-diffusion long-run risks models
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variance risk premiums
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equity risk premium
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