Are jumps in time changed Lévi models superfluous? : an empiricalinvestigation

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Are jumps in time changed Lévi models superfluous? : an empiricalinvestigation

Author: Hermann, Klaus; Schöbel, Rainer
Tübinger Autor(en):
Schöbel, Rainer
Issue year: 2012-06-11
Series: SSRN working papers;2082302
Verlagsangabe: Sankt Gallen : SSRN
Language: English
Full text: http://dx.doi.org/10.2139/ssrn.2082302
DDC Classifikation: 330 - Economics
Dokumentart: Book
Pages: 30 S.
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