A jump model for fads in asset prices under asymmetric information (Q299877): Difference between revisions
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scientific article
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English | A jump model for fads in asset prices under asymmetric information |
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A jump model for fads in asset prices under asymmetric information (English)
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23 June 2016
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asset pricing
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asymmetric information
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fads
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instantaneous centralized moments of return
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Lévy jump markets
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logarithmic utilities
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