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Jump persistence and temporal aggregation of tail risk.

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Bibliographic Details
Title: Jump persistence and temporal aggregation of tail risk.
Authors: Zhou, Chunyang1 (AUTHOR), Wu, Chongfeng1 (AUTHOR), Wan, Xiangwei1 (AUTHOR) xwwan@sjtu.edu.cn
Source: International Journal of Forecasting. Jul2026, Vol. 42 Issue 3, p833-852. 20p.
Database: Business Source Ultimate
FullText Text:
  Availability: 0
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 193617750
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
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  Data: Jump persistence and temporal aggregation of tail risk.
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  Data: <searchLink fieldCode="AR" term="%22Zhou%2C+Chunyang%22">Zhou, Chunyang</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Wu%2C+Chongfeng%22">Wu, Chongfeng</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Wan%2C+Xiangwei%22">Wan, Xiangwei</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> xwwan@sjtu.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Forecasting%22">International Journal of Forecasting</searchLink>. Jul2026, Vol. 42 Issue 3, p833-852. 20p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=193617750
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1016/j.ijforecast.2025.11.010
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 20
        StartPage: 833
    Titles:
      – TitleFull: Jump persistence and temporal aggregation of tail risk.
        Type: main
  BibRelationships:
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      – PersonEntity:
          Name:
            NameFull: Zhou, Chunyang
      – PersonEntity:
          Name:
            NameFull: Wu, Chongfeng
      – PersonEntity:
          Name:
            NameFull: Wan, Xiangwei
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 07
              Text: Jul2026
              Type: published
              Y: 2026
          Identifiers:
            – Type: issn-print
              Value: 01692070
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            – Type: volume
              Value: 42
            – Type: issue
              Value: 3
          Titles:
            – TitleFull: International Journal of Forecasting
              Type: main
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