Jump persistence and temporal aggregation of tail risk.
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| Title: | Jump persistence and temporal aggregation of tail risk. |
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| 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 |
| ISSN: | 01692070 |
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| DOI: | 10.1016/j.ijforecast.2025.11.010 |
