The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited
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Publication:6626318
DOI10.1080/07350015.2018.1512865zbMath1547.62805MaRDI QIDQ6626318
Christopher J. Neely, Unnamed Author
Publication date: 28 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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