Time‐varying jump risk premia in stock index futures returns
| Year of publication: |
2012
|
|---|---|
| Authors: | Chan, Wing Hong ; Feng, Liling |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 7, p. 639-659
|
| Publisher: |
John Wiley & Sons, Ltd. |