Are the Stylized Features of Stock Returns the Same in Market Downturns and Upturns?

Author:

Huang Wanling,Ning Cathy,Xu Dinghai

Publisher

Elsevier BV

Reference39 articles.

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3. Roughing it up: Including jump components in the measurement, modeling and forecasting of return volatility;T G Andersen;Review of Economics and Statistics,2007

4. Non-gaussian ornstein-uhlenbeck models and some of their uses in �nancial economics;O E Barndor�-Nielsen;The Royal Statistical Society,2001

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