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Smiles & smirks: Volatility and leverage by jumps.

Laura BallottaGrégory Rayée
Published in: Eur. J. Oper. Res. (2022)
Keyphrases
  • stock market
  • stock price
  • markov chain
  • garch model
  • neural network
  • exchange rate
  • financial markets
  • financial crisis
  • chinese stock market
  • artificial intelligence
  • expert systems
  • long term
  • stock trading
  • stock returns