An autoregrassive jump process for common stock returns
[von] George S. Oldfield jr.; Richard J Rogalski; Robert A. Jarrow
| Year of publication: |
1977
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|---|---|
| Authors: | Oldfield jr., George S. ; Rogalski, Richard J ; Jarrow, Robert A. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 5.1977, 3, p. 389-418
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| Subject: | Kapitalzins | Wertpapier |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002595028