New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section
- Supplementary File 1:
PDF-Document (PDF, 5442 KiB)
Yu, B.; Mizrach, B.; Swanson, N.R. New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section. Econometrics 2020, 8, 19. https://doi.org/10.3390/econometrics8020019
Yu B, Mizrach B, Swanson NR. New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section. Econometrics. 2020; 8(2):19. https://doi.org/10.3390/econometrics8020019
Chicago/Turabian StyleYu, Bo, Bruce Mizrach, and Norman R. Swanson. 2020. "New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section" Econometrics 8, no. 2: 19. https://doi.org/10.3390/econometrics8020019