Self-Exciting Jumps, Learning, and Asset Pricing Implications Abstract The paper proposes a self-exciting asset pricing model that takes into account co-
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2016-02-17 22:15:02
Self-Exciting Jumps, Learning, and Asset Pricing Implications
Self-Exciting Jumps, Learning, and Asset Pricing Implications Abstract The paper proposes a self-exciting asset pricing model that takes into account co-