Work

Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing

Year: 1994

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331112

Authors: Myung-Jig Kim, Young-Ho Oh, Robert Brooks

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2168990940

FWCI: 2.863

Cites: 20

Cited by: 36

Related to: 10