Risk Estimation with a Time-Varying Probability of Zero...

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Risk Estimation with a Time-Varying Probability of Zero Returns*

Sucarrat, Genaro, Grønneberg, Steffen
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Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbaa014
Date:
June, 2020
File:
PDF, 752 KB
2020
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