Expectation revisions and jumps in asset prices (Q1128939)
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scientific article; zbMATH DE number 1190097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectation revisions and jumps in asset prices |
scientific article; zbMATH DE number 1190097 |
Statements
Expectation revisions and jumps in asset prices (English)
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13 August 1998
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Markov switching
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jumps
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asset prices
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expectation revisions
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