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Jump-diffusion long-run risks models, variance risk premium and volatility dynamics / by Jianjian Jin.FB3-2/113-12E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.576507&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleJump-diffusion long-run risks models, variance risk premium and volatility dynamics / by Jianjian Jin.
Series title
  • Bank of Canada working paper 1701-9397 2013-12
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • (Résumé en français)
Publishing information
  • Ottawa - Ontario : Bank of Canada April 2013.
Description59p.figs., references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/113-12E-PDF
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