Title of article

Disentangling diffusion from jumps

Author/Authors

Yacine Aït-Sahalia، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2004

Pages

42

From page

487

To page

528

Keywords

Poisson jumps , Cauchy jumps , L!evy process , diffusion , maximum likelihood

Journal title

Journal of Financial Economics

Serial Year

2004

Journal title

Journal of Financial Economics

Record number

257716