Work

A Note on Estimating the Parameters of the Diffusion-Jump Model of Stock Returns

Year: 1981

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2330670

Author: Stan Beckers

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2110075495

FWCI: 1.121

Cites: 9

Cited by: 110

Related to: 10