AUTOREGRESSIVE JUMP PROCESS FOR COMMON STOCK RETURNS

• 成果类型: Article
• 署名作者: OLDFIELD, GS; ROGALSKI, RJ; JARROW, RA
• 署名单位: Cornell University; Dartmouth College; Massachusetts Institute of Technology (MIT)
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(77)90045-9
• 发表日期: 1977
• 页码: 389-418