Disentangling diffusion from jumps
Year of publication: |
2004
|
---|---|
Authors: | Aït-Sahalia, Yacine |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 74.2004, 3, p. 487-528
|
Subject: | Stochastischer Prozess | Stochastic process | Noise Trading | Noise trading | Finanzmarkt | Financial market | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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