Expectation revisions and jumps in asset prices

Economics Letters

Volumn 59, Issue 3, 1998, Pages 367-372

  Dewachter, Hans ^a   Veestraeten, Dirk ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Asset prices; C22; Expectation revisions; G12; Jumps; Markov switching

Indexed keywords

EID: 0032389953     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00071-8     Document Type: Article

References (6)

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