Asset pricing with Lévy jump processes
This thesis comprises of three essays that explore the theoretical development as well as the empirical applications of asset pricing models with Lévy jump processes. The first essay presents a new discrete-time framework that combines heteroskedastic processes with rich specifications of jump...
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| Format: | Others |
| Language: | en |
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McGill University
2009
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| Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=66745 |