Part of the Portfolio and Security Analysis Commons

Works by Chun Yao in Portfolio and Security Analysis

2022

Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence, Weijia Peng, Chun Yao
Weijia Peng

Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence, Weijia Peng, Chun Yao
WCBT Faculty Publications

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