Self-Exciting Jumps, Learning, and Asset Pricing Implications

By Andras Fulop, Junye Li, Jun Yu. 2015

100 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/aa216d1f00ae2fda4e004db3da42484ce85f3017