Cross‐Section Stock Return and Implied Covariance between Jump and Diffusive Volatility

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-131x|34|5|379-390

ISSN: 0277-6693

Source: JOURNAL OF FORECASTING, Vol.34, Iss.5, 2015-08, pp. : 379-390

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Abstract