Empirical Analysis of Affine Versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices

DOI10.1080/07350015.2014.922471MaRDI QIDQ6667009zbMATH OpenFDO

Authors Katja Ignatieva, Paulo R. Rodrigues, Norman J. Seeger

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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