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A State-Space Model of Diffusion-JumpProcess with Heteroscedasticity:Estimating the Daily Flow of Informationin Stock Prices

  • 김명직
제목
A State-Space Model of Diffusion-JumpProcess with Heteroscedasticity:Estimating the Daily Flow of Informationin Stock Prices
저자
김명직
발행일
1995-11-01
학회명
1995년도 학술발표대회 논문집

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