Toggle navigation
Home
Publications
Publications
Authors
Institutions
Journals
Rankings
Authors
Institutions
Journals
About
FAQ
Links
Contacts
PT
Sign in
Article
Title:
Equity Index Variance: Evidence from Flexible Parametric Jump-Diffusion Models
Authors:
Andreas Kaeck
(
U Sussex
)
Paulo Rodrigues
(
U Maastricht
)
Norman J. Seeger
(
Vrije Universiteit Amsterdam
)
Journal:
Journal of Banking and Finance
Year:
2017
Volume:
83
Pages:
85-103
JEL codes:
C51 - Model Construction and Estimation
C58 - Financial Econometrics
G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates
Back