A bayesian analysis of return dynamics with lévy jumps

Review of Financial Studies

Volumn 21, Issue 5, 2008, Pages 2345-2378

  Li, Haitao ^a,d   Wells, Martin T ^b   Yu, Cindy L ^c  

^a UNIVERSITY OF MICHIGAN   (United States)

^b Department of Obstetrics Gynecology

^c IOWA STATE UNIVERSITY   (United States)

^d UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 52449127693     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhl036     Document Type: Article

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