Volatility dynamics for the S&P 500

【作者(必填)】

• Andreas Kaecka, ,
• Carol Alexanderb, ,  
  

【文题(必填)】Volatility dynamics for the S&P 500: Further evidence from non-af滻攀, multi-factor jumpdiffusions

【年份(必填)】2012

【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sci ... i/S0378426612001926

I have attached with it

Volatility dynamics for the S_P 500_ Further evidence from non-affine, multi-factor jump diffusions.pdf