articleJournal of Financial EconomicsJan 1, 2002Closed access

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

JPJun Pan

Massachusetts Institute of Technology

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Abstract

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1,800
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Topics & keywords

Topics
Keywords
  • Jump
  • Volatility (finance)
  • Economics
  • Stochastic volatility
  • Econometrics
  • Implied volatility
  • Forward volatility
  • Financial economics
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