Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing
| Year of publication: |
1994
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|---|---|
| Authors: | Kim, Myung-Jig ; Oh, Young-Ho ; Brooks, Robert |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 29.1994, 4, p. 609-632
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