MIXED DIFFUSION-JUMP PROCESS MODELING OF EXCHANGE-RATE MOVEMENTS

被引：74

作者：

AKGIRAY, V ^{[1
]}

BOOTH, GG ^{[1
]}

机构：

[1] LOUISIANA STATE UNIV,BATON ROUGE,LA 70803

来源：

关键词：

D O I：

10.2307/1935826

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：631 / 637

页数：7

共 29 条

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[2]

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[3]

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[4]

[Anonymous], 1971, THESIS YALE U

[5]

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[6]

BALL CA, 1983, J FINANCIAL QUANTITA, V10, P53

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GLASSMAN, D .

[8]

BURT J, 1977, J FINANC, V32, P1325

[9] THE BEHAVIOR OF FOREIGN-EXCHANGE RATES [J].

CALDERONROSSELL, JR ;

BENHORIM, M .

EFRON, B .