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.

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China Journal of Econometrics ›› 2025, Vol. 5 ›› Issue (5) : 1311-1327. DOI: 10.12012/CJoE2025-0195

Macroeconomic Policy-Incorporated Jump Dynamics in High-Frequency Stock Index Markets

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2025, 5(5): 1311-1327 https://doi.org/10.12012/CJoE2025-0195

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