Jumps and stochastic volatility
Subtitle: exchange rate processes implicit in PHLX Deutschemark options
By: David S. Bates.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4596.; Working paper series (National Bureau of Economic Research) -- working paper no. 4596.
Publisher: National Bureau of Economic Research
Published: 1993
Place of publication: Cambridge, MA
Language: eng
Number of pages: 41
Subjects: Foreign exchange -- Germany -- Mathematical models.
Notes: "December 1993."

Includes bibliographical references (p. 39-41).

Binghamton University Libaries' copy bound with: Estimation of the depreciation rate of physical and R&D capital in the U.S. total manufacturing sector / M. Ishaq Nadiri, Ingmar R. Prucha.