Stock price changes with random volatility and jumps : some empirical evidence
Year of publication: |
1989
|
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Authors: | Scott, Louis O. |
Published in: |
The quarterly review of economics and business : journal of the Midwest Economics Association. - Champaign, Ill. : Univ., ISSN 0033-5797, ZDB-ID 280843-2. - Vol. 29.1989, 1, p. 21-32
|
Subject: | Börsenkurs | Share price | Theorie | Theory | USA | United States | 1974-1983 |
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