Jumps in Equity Index Returns Before and During the Recent...

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Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis

Kou, Steven, Yu, Cindy, Zhong, Haowen
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Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.2015.2359
Date:
March, 2016
File:
PDF, 1.11 MB
english, 2016
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