Do Jumps Contribute to the Dynamics of the Equity Premium?
Author(s) -
John M. Maheu,
Thomas H. McCurdy,
Xiaofei Zhao
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1927944
Subject(s) - equity (law) , economics , financial economics , econometrics , business , political science , law
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom