MULTIFREQUENCY JUMP-DIFFUSIONS: AN EQUILIBRIUM APPROACH
| Year of publication: |
2006
|
|---|---|
| Authors: | Calvet, Laurent E. ; Fisher, Adlai J. |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2006, 12797
|