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search.filters.author.Dong, Yizhe
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search.filters.author.Docherty, Paul
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search.filters.author.Song, Xiaojing
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search.filters.author.Tippett, Mark
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search.filters.subject.Economics, Econometrics and Finance(all)
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search.filters.subject.Feller diffusion
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search.filters.subject.Fokker-Planck equation
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search.filters.subject.Geometric Brownian Motion
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The Feller diffusion, filter rules and abnormal stock returns
(
2018
)
Docherty, Paul
;
Dong, Yizhe
;
Song, Xiaojing
;
Tippett, Mark
;
University of Aberdeen.Finance
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