Work

Jump Risks and the Intertemporal Capital Asset Pricing Model

Year: 1984

Type: article

Source: The Journal of Business

DOI: 10.1086/296267

Authors: Robert A. Jarrow, Eric R. Rosenfeld

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1972362009

FWCI: 5.209

Cites: 19

Cited by: 245

Related to: 10