Multifrequency jump-diffusions
Subtitle: an equilibrium approach
By: Laurent E. Calvet, Adlai J. Fisher.
Contributors: Fisher, Adlai.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12797.; Working paper series (National Bureau of Economic Research) -- working paper no. 12797.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 31
Subjects: Assets (Accounting) -- Prices -- Econometric models
Notes: "December 2006"

Includes bibliographical references (p. 27-31).

Also available in PDF from the NBER world wide web site (www.nber.org).