Journal of Financial Markets
Vol. 64
2023
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Andrew
Carverhill1;
Dan
Luo2
1 City University of Hong Kong · 2 Shanghai University of Finance and Economics
- DOI
- 10.1016/j.finmar.2022.100786
- Volume
- 64
- Pages
- 100786
- Language
- en
- Sources
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