PDF(379 KB)
Macroeconomic Policy-Incorporated Jump Dynamics in High-Frequency Stock Index Markets
Yuqi HE, Ben WU, Bo ZHANG
China Journal of Econometrics ›› 2025, Vol. 5 ›› Issue (5) : 1311-1327.
PDF(379 KB)
PDF(379 KB)
Macroeconomic Policy-Incorporated Jump Dynamics in High-Frequency Stock Index Markets
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