Work

Disentangling diffusion from jumps

Year: 2004

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2003.09.005

Author: Yacine Aı̈t-Sahalia

Institution: Princeton 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: W2129754216

FWCI: 31.85

Cites: 33

Cited by: 362

Related to: 10