The decomposition of jump risks in individual stock returns

[prashantj]

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