An autoregressive jump process for common stock returns
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 5 (1977)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Sanghoon Lee, 2004. "Approximation of A Jump-Diffusion Process," Econometric Society 2004 Far Eastern Meetings 412, Econometric Society.
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