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                                       Details for article 9 of 15 found articles
 
 
  Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market
 
 
Title: Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market
Author: Da Fonseca, José
Ignatieva, Katja
Appeared in: Journal of banking and finance
Paging: Volume 99 (2019) nr. C pages 45-62
Year: 2019
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 9 of 15 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands