Jump-diffusion long-run risks models, variance risk premium and volatility dynamics / by Jianjian Jin. : FB3-2/113-12E-PDF
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Jump-diffusion long-run risks models, variance risk premium and volatility dynamics / by Jianjian Jin. |
| Series title | Bank of Canada working paper1701-93972013-12 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | (Résumé en français) |
| Publishing information | Ottawa - Ontario : Bank of Canada April 2013. |
| Description | 59p.figs., references, tables |
| ISSN | 1701-9397 |
| Catalogue number |
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