The words you are searching are inside this book. To get more targeted content, please make full-text search by clicking here.

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

Discover the best professional documents and content resources in AnyFlip Document Base.
Search
Published by , 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-

Click to View FlipBook Version