Wang Jun

SAS Institute Inc.

100 SAS Campus Drive

Cary, NC 27513-2414

United States

SCHOLARLY PAPERS

1

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17

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Scholarly Papers (1)

1.

Jump Diffusion Processes and Emerging Bond and Stock Markets: An Investigation Using Daily Data

Multinational Finance Journal, Vol. 1, No. 3, p. 169-197, 1997
Number of pages: 29 Posted: 17 Jul 2015
Mandeep S. Chahal and Wang Jun
Enron Corporation and SAS Institute Inc.
Downloads 17 (543,256)

Abstract:

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emerging markets; ARCH; jump diffusion; information surprises; distribution characteristics