Work

On Jump Processes in the Foreign Exchange and Stock Markets

Year: 1988

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/1.4.427

Author: Philippe Jorion

Institution: Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2063750298

FWCI: 5.497

Cites: 33

Cited by: 612

Related to: 10