Maximilian Neumann

Technische Universität München (TUM)

Arcisstrasse 21

Munich, DE 80333

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

266

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Jump and Variance Risk Premia in the S&P 500

Journal of Banking and Finance, Vol. 69, 2016
Number of pages: 39 Posted: 02 Jul 2014 Last Revised: 22 Mar 2019
Maximilian Neumann, Marcel Prokopczuk and Chardin Wese Simen
Technische Universität München (TUM), Leibniz Universität Hannover - Faculty of Economics and Management and University of Liverpool Management School
Downloads 266 (125,847)
Citation 6

Abstract:

Loading...

Jump risk premia, Variance risk premia, S&P 500, Options, Markov Chain Monte Carlo