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The North American journal of economics and finance : a journal of financial economics studies
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The extension from independence to dependence between jump frequency and jump size in Markov-modulated jump diffusion models
Lin, Shih-kuei
;
Peng, Jin Lung
;
Chao, Wei-Hsiung
;
Wu, An-Chi
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 217-235
Persistent link: https://www.econbiz.de/10011672951
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