A Bayesian Analysis of Return Dynamics with Levy Jumps
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Haitao ; Wells, Martin T. ; Yu, Cindy L. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 21.2013, 5 (8.5.), p. 2345-2344
|