An autoregressive jump process for common stock returns
| Year of publication: |
1977
|
|---|---|
| Authors: | Oldfield, George Jr. ; Rogalski, Richard J. ; Jarrow, Robert A. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 5.1977, 3, p. 389-418
|
| Publisher: |
Elsevier |