Research on cojumps of electronic commerce overnight factors in volatility prediction based on joint BW test

Liling Deng, Haifang Xiong, Zhiqiang Wang. Research on cojumps of electronic commerce overnight factors in volatility prediction based on joint BW test. Electronic Commerce Research, 23(1):115-135, 2023. [doi]

Authors

Liling Deng

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Haifang Xiong

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Zhiqiang Wang

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