The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks
| Year of publication: |
2013
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|---|---|
| Authors: | Liao, Yin |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 23.2013, p. 25-48
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