AUTOREGRESSIVE JUMP PROCESS FOR COMMON STOCK RETURNS

被引：44
|
作者：
OLDFIELD, GS
ROGALSKI, RJ
JARROW, RA
机构：
[1] CORNELL UNIV, ITHACA, NY 14853 USA
[2] DARTMOUTH COLL, HANOVER, NH 03755 USA
[3] MIT, CAMBRIDGE, MA 02139 USA
来源：
JOURNAL OF FINANCIAL ECONOMICS | 1977年 / 5卷 / 03期
关键词：
D O I：
10.1016/0304-405X(77)90045-9
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：389 / 418
页数：30
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