Stock prices as branching processes

Communications in Statistics. Part C: Stochastic Models

Volumn 12, Issue 4, 1996, Pages 529-558

  Epps, T W ^a  

^a UNIVERSITY OF VIRGINIA   (United States)

Author keywords

Bienaym Galton Watson process; Compound Poisson process; Markov chain; Mixture of distributions

Indexed keywords

EID: 0346058305     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326349608807400     Document Type: Article

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