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Applied Financial Economics Letters Volume 4, 2008 - Issue 5
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Original Articles

An alternative method for measuring risk compensation of event jumps

Shu-Hsien Chen Department of International Business, Central Taiwan University of Science and Technology, Taichung 406, TaiwanCorrespondence[email protected]
,
Ming-Shann Tsai Department of Banking and Finance, National Chi Nan University, Nantou 545, Taiwan
&
Fang-Ling Liao Department of International Trade, National Taichung Institute of Technology, Taichung 404, Taiwan
Pages 355-361 | Published online: 26 Sep 2008

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