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Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics
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Document Date: 2013-04-23 11:00:52

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File Size: 429,34 KB

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of Canada Ottawa / /

Company

G17 Bank / /

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United States / Canada / /

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Event

Dividend Issuance / /

Facility

Center of Research / Northwestern University / /

IndustryTerm

finance / /

MarketIndex

S&P 500 / /

Organization

European Financial Management Association / Center of Research / Federal Reserve Board / Chicago Board of Trade / Bureau of Economic Analysis / Department of Economics / Bank of Canada / U.S. Treasury / Northwestern University / /

Person

Jean-Sébastien Fontaine / Lukasz Pomorski / Martin Szydlowski / Nicola Fusari / Torben Andersen / Jonathan Parker / Jingling Guan / Viktor Todorov / Briana Chang / Bruno Feunou / /

Position

author / Fisher / advisors / /

ProvinceOrState

Ontario / /

Technology

simulation / /

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