Are Jumps in Stock Returns Diversifiable? Evidence and...

Journal of Financial and Quantitative Analysis 1994 / 12 Vol. 29; Iss. 4

Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing

Myung-Jig Kim, Young-Ho Oh and Robert Brooks
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Volume:
29
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2331112
Date:
December, 1994
File:
PDF, 605 KB
english, 1994
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