24. <p></p>作者：Ho, M.S., Perraudin, W.R.M., and Sorensen, S.E. (1996). <p></p>期刊： “A continuous time arbitrage pricing model.” <p></p>期刊： Journal of Business and Economic Statistics, 14(1): 31–42.<br/><p></p>26. <p></p>作者：Jarrow, R.A. and Rosenfeld, E.R. (1984). <p></p>题目：“Jumps risks and the intertemporal capital asset pricing model.” <p></p>期刊：Journal of Business, 57(3): 337–351.<br/><p></p>28. <p></p>作者：Johnson, Timothy C. (2002) <p></p>题目： “Volatility, momentum, and time-varying skewneww in foreign exchange returns,” <p></p>期刊： Journal of Business and Economic Statistics, Vol20,No 3, 390–411.<br/><p></p>37. <p></p>作者：Oldfield, G.S., Rogalski, R.J., and Jarrow, R.A. (1977). <p></p>题目：“An autoregressive jump process for common stock returns.” 期刊：Journal of Financial Economics, 5: 389–418.<br/><p></p>38. <p></p>作者：Omberg, E. (1988). <p></p>题目：“Efficient discrete time jump process models in option pricing.” <p></p>期刊： Journal of Financial and Quantitative Analysis, 23(2): 161–174.<br/><p></p><p></p>&nbsp; <p></p>谢谢大家了。每篇10金钱. <p></p>

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