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The jump-risk premia implicit in options: evidence from an integrated time-series study

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  • Pan, Jun

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  • Pan, Jun, 2002. "The jump-risk premia implicit in options: evidence from an integrated time-series study," Journal of Financial Economics, Elsevier, vol. 63(1), pages 3-50, January.
    • Handle: RePEc:eee:jfinec:v:63:y:2002:i:1:p:3-50
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