Time Changes, Lévy Jumps and Asset Returns

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  • Time Changes, Lévy Jumps and Asset Returns

Time Changes, Lévy Jumps and Asset Returns

Fallahgoul, Hasan A, Hugonnier, Julien, Mancini, Loriano
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Year:
2019
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3327137
File:
PDF, 1.02 MB
2019
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