Do stock prices and volatility jump? Reconciling evidence from spot and option prices

Journal of Finance

Volumn 59, Issue 3, 2004, Pages 1367-1404

  Eraker, Bjørn ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2942726323     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2004.00666.x     Document Type: Article

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