Jump-diffusion long-run risks models, variance risk premium, and volatility dynamics (Q4554739)
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scientific article; zbMATH DE number 6975909
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| 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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0.7703244090080261
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0.7642384767532349
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0.7427600622177124
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0.7401264905929565
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0.7323652505874634
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