Review of Financial Studies Vol. 28 No. 3 2015
Self-Exciting Jumps, Learning, and Asset Pricing Implications
open access
Abstract
Published in Review of Financial Studies https://doi.org/10.1093/rfs/hhu078
- DOI
- 10.1093/rfs/hhu078
- Volume
- 28
- Issue
- 3
- Pages
- 876-912
- Language
- en
- Sources
- openalex crossref