The Impact of Jumps in Volatility and Returns

Journal of Finance

Volumn 58, Issue 3, 2003, Pages 1269-1300

  Eraker, Bjørn ^a   Johannes, Michael ^b   Polson, Nicholas ^c  

^a DUKE UNIVERSITY   (United States)

^b Och Spine at New York Presbyterian Hospitals   (United States)

^c UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142188082     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00566     Document Type: Review

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