A NOTE ON ESTIMATING THE PARAMETERS OF THE DIFFUSION-JUMP MODEL OF STOCK RETURNS

被引：45

作者：

BECKERS, S ^{[1
]}

机构：

[1] EUROPEAN INST ADV STUDIES MANAGEMENT,BRUSSELS,BELGIUM

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1981年 / 16卷 / 01期

关键词：

D O I：

10.2307/2330670

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：127 / 140

页数：14

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