Tail risk and return predictability for the Japanese equity market (Q2658790): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2020.07.005
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+W3045655992
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@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
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+Time-varying jump tails
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+Q4794153
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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