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Using implied volatility jumps for realized volatility forecasting : evidence from the Chinese market
Ye, Wuyi
;
Xia, Wenjing
;
Wu, Bin
;
Chen, Pengzhan
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013455131
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