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A Simplified Jump Process for Common Stock Returns

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Author Info
Ball, Clifford A.
Torous, Walter N.
Abstract

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Publisher Info
Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 18 (1983)
Issue (Month): 01 (March)
Pages: 53-65
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Handle: RePEc:cup:jfinqa:v:18:y:1983:i:01:p:53-65_01

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