The decomposition of jump risks in individual stock returns
Posted: Fri Jan 08, 2021 11:15 pm
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
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