Jump Diffusion Processes and Emerging Bond and Stock Markets: An Investigation Using Daily Data
Year of publication: |
1997
|
---|---|
Authors: | Chahal, Mandeep S. ; Wang, Jun |
Published in: |
Multinational Finance Journal. - Multinational Finance Society - MFS. - Vol. 1.1997, 3, p. 169-197
|
Publisher: |
Multinational Finance Society - MFS |
Subject: | emerging markets | ARCH | jump diffusion | information surprises | distribution characteristics |
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