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Sign effects of volatility and jumps in forex markets and a reappraisal of meteor showers and heat waves
Caporin, Massimiliano
;
Shahzad, Syed Jawad Hussain
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
3
,
pp. 154-198
Persistent link: https://www.econbiz.de/10014339837
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