Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers

Fuente: Wiley Open Access
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Bibliographic Details
Main Authors: Abdel Razzaq Al Rababaa, Walid Mensi, David McMillan, Sang Hoon Kang
Format: Artículo Open Access
Published: Wiley 2024
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