articleTop 1% cited
Alternative models for stock price dynamics
Journal of Econometrics · 2003 · Vol. 116(1-2) · pp. 225–257
Mikhail Chernov(Columbia University)A. Ronald Gallant(University of North Carolina at Chapel Hill)Éric Ghysels✉(University of North Carolina at Chapel Hill)George Tauchen(Duke University)
Stochastic processes and financial applicationsFinancial Risk and Volatility ModelingComplex Systems and Time Series AnalysisEconometricsAffine transformationJump diffusionStochastic volatilityVolatility (finance)JumpValuation of optionsMathematicsGoodness of fitEconomics
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