Forecasting return volatility: Level shifts with varying jump probability and mean reversion
- 期刊名称International Journal of Forecasting
- 作者Xu, Jiawen; Perron, Pierre
- 卷第30卷
- 期第3期
- 印刷ISSN0169-2070
- 文件大小1560.29KB
- 发表时间2014-07
- DOI10.1016/j.ijforecast.2013.12.012
- 页码449-463
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