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Self-Exciting Jumps, Learning, and Asset Pricing Implications

Andras Fulop; Junye Li; Jun Yu

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