Expectation revisions and jumps in asset prices (Q1128939)
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scientific article; zbMATH DE number 1190097
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| English | Expectation revisions and jumps in asset prices |
scientific article; zbMATH DE number 1190097 |
Statements
Expectation revisions and jumps in asset prices (English)
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13 August 1998
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Markov switching
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jumps
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asset prices
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expectation revisions
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0.7910323143005371
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0.7514627575874329
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0.7459976077079773
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0.7208506464958191
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