Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market
Fan, Chenxi, Luo, Xingguo, Wu, QingbiaoLanguage:
english
Journal:
International Review of Economics & Finance
DOI:
10.1016/j.iref.2016.04.009
Date:
May, 2016
File:
PDF, 435 KB
english, 2016