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Cross‐Section Stock Return and Implied Covariance between Jump and Diffusive Volatility - MaRDI portal

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Cross‐Section Stock Return and Implied Covariance between Jump and Diffusive Volatility

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Publication:4687551

DOI10.1002/FOR.2348zbMATH Open1397.62444OpenAlexW2114903815MaRDI QIDQ4687551

Author name not available (Why is that?)

Publication date: 12 October 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2348



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