Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China

Autor:	Song, Yuping, Huang, Jiefei, Zhang, Qichao, Xu, Yang
Zdroj:	In Economic Modelling July 2024 136
Databáze:	ScienceDirect
Externí odkaz:	Zobrazit plný text záznamu Full Text from ScienceDirect