Testing and Forecasting Price Jumps with Return Moments

Fang Zhen, Xinfeng Ruan*, Jin E. Zhang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article numbere70002
JournalInternational Review of Finance
Volume25
Issue number1
DOIs
Publication statusPublished - Feb 2025

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