Jump risk, time-varying risk premia, and technical trading profits

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035 ‡a(OCoLC)38236925
035 ‡aLIAS2080828
040 ‡cPSt ‡dWaOLN
050 1 4 ‡aHG4661 ‡b.F43 1997
100 1 ‡aFeng, Chenyang.
245 1 0 ‡aJump risk, time-varying risk premia, and technical trading profits / ‡cChenyang Feng and Stephen D. Smith.
260 ‡aAtlanta, Ga. : ‡bFederal Reserve Bank of Atlanta, ‡c[1997].
300 ‡a9 p. ; ‡c28 cm.
490 0 ‡aWorking paper ; ‡v97-17
500 ‡a"November 1997."
504 ‡aIncludes bibliographical references (p. 7).
538 ‡aMode of access: Internet.
650 0 ‡aStocks ‡xEconometric models.
700 1 ‡aSmith, Stephen D. ‡q(Stephen David), ‡d1956-
710 2 ‡aFederal Reserve Bank of Atlanta.
CID ‡a007822300
DAT 0 ‡b20100407000000.0
DAT 1 ‡a20120815061732.0 ‡b2024-01-13T02:20:20Z
DAT 2 ‡a2024-01-12T18:30:02Z
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974 ‡bPST ‡cPST ‡d20240113 ‡sgoogle ‡upst.000032504514 ‡y1997 ‡ric ‡qbib ‡tUS bib date1 >= 1929