DukeSpace

Browsing Scholarly Articles by Subject "Jumps"

DukeSpace

Browsing Scholarly Articles by Subject "Jumps"

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  • Ghysels, Eric; Tauchen, George (Journal of Econometrics, 2003)
    The papers in this volume represent the most recent advances in the intersection of the fields of financial econometrics and financial engineering. A collection of papers presented at a conference organized by the Guest ...