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1 Ergebnisse
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The jump leverage risk premium:
Bollerslev, Tim
;
Todorov, Viktor
Journal of Financial Economics. 150 (2023) 3 - p. 103723 , 2023
Link:
https://doi.org/10.1016/j.jfineco.2023.103723
RT Journal T1 <Title>The jump leverage risk premium</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jfineco.2023.103723&Exemplar=1&LAN=DE A1 Bollerslev, Tim A1 Todorov, Viktor PB Elsevier BV YR 2023 SN 0304-405X JF Journal of Financial Economics VO 150 IS 3 SP 103723 LK http://dx.doi.org/https://doi.org/10.1016/j.jfineco.2023.103723 DO https://doi.org/10.1016/j.jfineco.2023.103723 SF ELIB - SuUB Bremen
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