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~person:"Geweke, John"
~subject:"Option pricing theory"
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Search: "Christoffersen, Peter F."
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Option pricing theory
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Geweke, John
Christoffersen, Peter F.
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Journal of financial economics
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A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
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