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"Jumps in Equity Index Returns Before and During the Recent Financial ..."
Steven Kou, Cindy Yu, Haowen Zhong (2017)
- Steven Kou, Cindy Yu, Haowen Zhong:
Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis. Manag. Sci. 63(4): 988-1010 (2017)
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