Self-Exciting Jumps, Learning, and Asset Pricing Implications
Review of Financial Studies
2015
open access
Published in Review of Financial Studies https://doi.org/10.1093/rfs/hhu078
- DOI
- 10.1093/rfs/hhu078
- Volume
- 28 (3)
- Pages
- 876-912
- Language
- en
- Export
- BibTeX
- Sources
- openalex crossref