Testing and Forecasting Price Jumps with Return Moments

Fang Zhen, Xinfeng Ruan^*, Jin E. Zhang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	e70002
Journal	International Review of Finance
Volume	25
Issue number	1
DOIs	https://doi.org/10.1111/irfi.70002
Publication status	Published - Feb 2025

Access to Document

@article{074721c6fcb74acb919880bfa39c7f17,

title = "Testing and Forecasting Price Jumps with Return Moments",

author = "Fang Zhen and Xinfeng Ruan and Zhang, \{Jin E.\}",

year = "2025",

month = feb,

doi = "10.1111/irfi.70002",

language = "English",

volume = "25",

journal = "International Review of Finance",

issn = "1369-412X",

number = "1",

}