Open AccessBond Risk Premia and Realized Jump Volatility
Author(s) -
Jonathan H. Wright,
Hao Zhou
Publication year - 2007
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2007.22
Subject(s) - jump , econometrics , economics , volatility (finance) , forward volatility , predictability , volatility risk premium , bond , financial economics , stochastic volatility , risk premium , volatility smile , implied volatility , mathematics , statistics , finance , physics , quantum mechanics