NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary materials circulated to stimulate discussion and critical comment. The analysis and conclusions set forth are those of the authors and do not indicate concurrence by other members of the research staff or the Board of Governors. References in publications to the Finance and Economics Discussion Series (other than acknowledgement) should be cleared with the author(s) to protect the tentative character of these papers
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
Copyright belongs to the author. Small sections of the text, not exceeding three paragraphs, can be ...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
In this paper I analyze a broad class of continuous-time jump diffusion models of asset returns. In ...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
The views expressed are those of the individual authors and do not necessarily reflect official posi...
Planning for future movements in asset prices and understanding the variation in the return on asset...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary ma...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
Restricted until 21 Apr. 2010.In this work we analyze asset returns models with diffusion part and j...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary ma...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
Copyright belongs to the author. Small sections of the text, not exceeding three paragraphs, can be ...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
In this paper I analyze a broad class of continuous-time jump diffusion models of asset returns. In ...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
The views expressed are those of the individual authors and do not necessarily reflect official posi...
Planning for future movements in asset prices and understanding the variation in the return on asset...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary ma...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
Restricted until 21 Apr. 2010.In this work we analyze asset returns models with diffusion part and j...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary ma...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
Copyright belongs to the author. Small sections of the text, not exceeding three paragraphs, can be ...