The contribution of intraday jumps to forecasting the density of returns
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Publication:2181523
DOI10.1016/J.JEDC.2020.103853OpenAlexW3006380159MaRDI QIDQ2181523
Benoît Sévi, Florian Ielpo, Christophe Chorro
Publication date: 19 May 2020
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103853
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