Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia
| Year of publication: |
2014
|
|---|---|
| Authors: | Arisoy, Yakup Eser |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 34.2014, 1, p. 34-55
|
| Publisher: |
John Wiley & Sons, Ltd. |