Realized jumps on financial markets and predicting credit spreads
Year of publication: |
2011
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Authors: | Tauchen, George ; Zhou, Hao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 102-119
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