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A Simplified Jump Process for Common Stock Returns
Home
Publications
A Simplified Jump Process for Common Stock Returns
A Simplified Jump Process for Common Stock Returns
CB
Clifford A. Ball
Clifford A. Ball
WT
Walter N. Torous
Walter N. Torous
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1 March 1983
journal article
Published by
JSTOR
in
Journal of Financial and Quantitative Analysis
Vol. 18
(1)
,
53
https://doi.org/10.2307/2330804
Abstract
No abstract available
Keywords
JUMP PROCESS
SIMPLIFIED JUMP
STOCK RETURNS
COMMON STOCK
Cited by 179 articles