The decomposition of jump risks in individual stock returns

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The decomposition of jump risks in individual stock returns

Unread postby prashantj » Sat Jan 09, 2021 12:15 am

Hi Tom,

I'm looking for the RATS code to implement Xiao, X., & Zhou, C. (2018). The decomposition of jump risks in individual stock returns. Journal of Empirical Finance, 47, 207–228. https://doi.org/10.1016/j.jempfin.2018.04.002

Prashant
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