Alternative models for stock price dynamics

Mikhail Chernov, A. Gallant, Eric Ghysels and George Tauchen ()

Journal of Econometrics, 2003, vol. 116, issue 1-2, 225-257

Date: 2003
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Citations: View citations in EconPapers (450)

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Working Paper: Alternative Models for Stock Price Dynamics (2002)
Working Paper: Alternative Models for Stock Price Dynamic (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:116:y:2003:i:1-2:p:225-257

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