A State-Space Model of Diffusion-Jump Process with Heteroscedasticity ; Estimating the Daily Flow of Information in Stock Prices
In: 경제연구 / The Hanyang Journal Of Economic Studies, Jg. 16 (1995-11-30), Heft 2, S. 287-305
academicJournal
Zugriff:
Titel: |
A State-Space Model of Diffusion-Jump Process with Heteroscedasticity ; Estimating the Daily Flow of Information in Stock Prices
|
---|---|
Autor/in / Beteiligte Person: | Myung Jig Kim |
Link: | |
Zeitschrift: | 경제연구 / The Hanyang Journal Of Economic Studies, Jg. 16 (1995-11-30), Heft 2, S. 287-305 |
Veröffentlichung: | 1995 |
Medientyp: | academicJournal |
ISSN: | 1226-2153 (print) |
Sonstiges: |
|