A Note on Estimating the Parameters of the Diffusion-Jump Model of Stock Returns
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Volume (Year): 16 (1981)
Issue (Month): 01 (March)
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- José Azevedo-Pereira, 2010. "Optimal timing of relocation," International Journal of Managerial Finance, Emerald Group Publishing, vol. 6(2), pages 143-163, April.
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- repec:dgr:rugsom:98a40 is not listed on IDEAS
- Yacine Ait-Sahalia, 2003. "Disentangling Volatility from Jumps," NBER Working Papers 9915, National Bureau of Economic Research, Inc.
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- Barbedo, Claudio Henrique da Silveira & Lemgruber, Eduardo Facó, 2009. "A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil," Emerging Markets Review, Elsevier, vol. 10(3), pages 179-190, September.
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