Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance
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"Do jumps contribute to the dynamics of the equity premium?,"
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- Huang, Henry H. & Wang, Kent & Wang, Zhanglong, 2016. "A test of efficiency for the S&P 500 index option market using the generalized spectrum method," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 52-70.
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