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On Jump Processes in the Foreign Exchange and Stock Markets

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  • Philippe Jorion

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  • Philippe Jorion, 1988. "On Jump Processes in the Foreign Exchange and Stock Markets," Review of Financial Studies, Society for Financial Studies, vol. 1(4), pages 427-445.
  • Handle: RePEc:oup:rfinst:v:1:y:1988:i:4:p:427-445
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