Disentangling diffusion from jumps
| Year of publication: |
2004
|
|---|---|
| Authors: | Ait-Sahalia, Yacine |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 74.2004, 3, p. 487-528
|
| Publisher: |
Elsevier |